-35.3%
TSLL vs PR
+73.2%
-108.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -10.9% |
| 7D | +1.9% | +2.9% | -1.0% | +0.2% |
| 30D | +17.8% | +18.0% | -0.3% | +6.0% |
| 3M | -37.0% | +16.9% | -53.9% | -43.7% |
| 6M | -37.7% | +28.2% | -65.9% | -50.6% |
| YTD | -51.4% | +69.3% | -120.7% | -69.9% |
| 1Y | -23.4% | +69.5% | -92.9% | -53.9% |
| All | -35.3% | +73.2% | -108.5% | -63.9% |
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