-3.8%
TSLL vs PR
+69.4%
-73.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.5% | +0.2% | -2.1% |
| 7D | -9.4% | -12.1% | +2.7% | -1.8% |
| 30D | +1.6% | +0.9% | +0.7% | +0.1% |
| 3M | +29.4% | +10.1% | +19.3% | +19.1% |
| 6M | -20.1% | +1.1% | -21.3% | -23.8% |
| YTD | -44.5% | +63.7% | -108.2% | -67.3% |
| 1Y | -46.0% | +87.0% | -133.0% | -73.0% |
| All | -3.8% | +69.4% | -73.2% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling