-48.9%
TSLL vs PSA
+17.6%
-66.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +0.5% | -2.1% | +2.5% | +2.1% |
| 30D | +2.7% | +16.2% | -13.6% | -8.6% |
| 3M | +26.3% | +4.3% | +21.9% | +21.8% |
| 6M | -37.2% | +9.9% | -47.1% | -42.9% |
| YTD | -44.2% | +33.3% | -77.5% | -57.7% |
| 1Y | -44.0% | +25.8% | -69.8% | -55.3% |
| 3Y | 0.0% | +54.8% | -54.7% | -39.2% |
| All | -48.9% | +17.6% | -66.5% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling