-55.4%
TSLL vs PPG
-3.1%
-52.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.5% | -13.6% |
| 7D | +1.9% | -1.5% | +3.4% | +3.1% |
| 30D | +17.8% | -5.0% | +22.7% | +23.9% |
| 3M | -37.0% | +1.1% | -38.1% | -38.1% |
| 6M | -37.7% | -3.2% | -34.5% | -36.4% |
| YTD | -51.4% | +11.9% | -63.2% | -59.1% |
| 1Y | -23.4% | +5.3% | -28.7% | -31.5% |
| 3Y | -30.8% | -15.0% | -15.8% | -22.8% |
| All | -55.4% | -3.1% | -52.4% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling