-48.4%
TSLL vs PSA
+27.0%
-75.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -11.0% | +0.8% | -11.8% | -11.0% |
| 30D | -5.3% | +15.9% | -21.2% | -5.8% |
| 3M | +20.8% | +4.2% | +16.6% | +20.9% |
| 6M | -36.0% | +10.1% | -46.1% | -37.4% |
| YTD | -47.3% | +33.3% | -80.6% | -49.2% |
| 1Y | -48.4% | +28.2% | -76.7% | -50.6% |
| All | -48.4% | +27.0% | -75.4% | -50.6% |
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 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