-60.9%
TSLL vs PR
+80.0%
-140.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.9% | -17.0% | -22.9% |
| 7D | -28.9% | -16.5% | -12.3% | -32.8% |
| 30D | -21.4% | -4.5% | -16.9% | -21.8% |
| 3M | +5.0% | +8.5% | -3.6% | +11.5% |
| 6M | -36.6% | -3.3% | -33.2% | -34.5% |
| YTD | -56.6% | +55.7% | -112.4% | -46.0% |
| 1Y | -60.9% | +82.0% | -142.9% | -48.7% |
| All | -60.9% | +80.0% | -140.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling