-60.3%
TSLL vs PPL
+46.9%
-107.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.8% | -22.7% | -22.1% |
| 7D | -28.9% | +1.0% | -29.9% | -29.2% |
| 30D | -21.4% | +6.8% | -28.3% | -23.4% |
| 3M | +5.0% | +3.9% | +1.1% | +3.3% |
| 6M | -36.6% | -2.0% | -34.5% | -36.6% |
| YTD | -56.6% | +5.3% | -61.9% | -58.7% |
| 1Y | -60.9% | +2.2% | -63.1% | -62.1% |
| 3Y | -25.2% | +56.7% | -82.0% | -48.9% |
| All | -60.3% | +46.9% | -107.1% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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