-51.7%
TSLL vs PPG
+7.8%
-59.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -11.0% | +3.2% | -14.3% | -13.6% |
| 30D | -5.3% | +20.4% | -25.7% | -22.1% |
| 3M | +20.8% | +8.4% | +12.4% | +10.3% |
| 6M | -36.0% | +15.6% | -51.6% | -45.6% |
| YTD | -47.3% | +24.4% | -71.7% | -60.5% |
| 1Y | -48.4% | +32.9% | -81.3% | -64.7% |
| 3Y | -5.4% | +3.7% | -9.2% | -14.0% |
| All | -51.7% | +7.8% | -59.5% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling