-51.9%
TSLL vs PPG
-5.5%
-46.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.5% | +10.4% | +10.5% |
| 7D | +5.8% | 0.0% | +5.8% | +5.1% |
| 30D | +21.7% | -7.8% | +29.5% | +31.8% |
| 3M | -28.2% | -2.2% | -26.0% | -26.9% |
| 6M | -29.5% | +4.1% | -33.6% | -33.8% |
| YTD | -47.5% | +9.1% | -56.6% | -54.8% |
| 1Y | -20.8% | +1.0% | -21.7% | -25.8% |
| 3Y | -26.7% | -13.3% | -13.5% | -19.4% |
| All | -51.9% | -5.5% | -46.4% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling