-49.1%
TSLL vs PR
+292.2%
-341.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.5% | +0.2% | -3.3% |
| 7D | -9.4% | -12.1% | +2.7% | -4.1% |
| 30D | +1.6% | +0.9% | +0.7% | +0.7% |
| 3M | +29.4% | +10.1% | +19.3% | +22.6% |
| 6M | -20.1% | +1.1% | -21.3% | -22.5% |
| YTD | -44.5% | +63.7% | -108.2% | -59.7% |
| 1Y | -46.0% | +87.0% | -133.0% | -64.2% |
| 3Y | -4.3% | +70.7% | -75.0% | -33.0% |
| All | -49.1% | +292.2% | -341.4% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling