-49.1%
TSLL vs PPL
+45.7%
-94.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.4% | -6.3% |
| 7D | -9.4% | +1.8% | -11.2% | -10.0% |
| 30D | +1.6% | +8.4% | -6.8% | -1.4% |
| 3M | +29.4% | +2.4% | +27.0% | +28.1% |
| 6M | -20.1% | -4.0% | -16.2% | -19.4% |
| YTD | -44.5% | +4.5% | -49.0% | -47.0% |
| 1Y | -46.0% | +1.7% | -47.7% | -47.6% |
| 3Y | -4.3% | +55.5% | -59.8% | -34.3% |
| All | -49.1% | +45.7% | -94.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling