-54.3%
TSLL vs PSA
+26.3%
-80.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.5% | +8.6% |
| 7D | -21.2% | +3.9% | -25.1% | -21.1% |
| 30D | -13.3% | +19.7% | -33.0% | -13.3% |
| 3M | +15.4% | +4.3% | +11.1% | +15.7% |
| 6M | -34.2% | +11.4% | -45.6% | -35.4% |
| YTD | -52.9% | +33.9% | -86.9% | -52.3% |
| 1Y | -54.3% | +28.3% | -82.6% | -55.1% |
| All | -54.3% | +26.3% | -80.7% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling