+5.0%
TSLL vs PSA
+4.9%
+0.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.7% | -21.2% | -21.9% |
| 7D | -28.9% | +7.4% | -36.3% | -28.4% |
| 30D | -21.4% | +19.1% | -40.6% | -23.0% |
| 3M | +5.0% | +5.1% | -0.1% | +10.1% |
| All | +5.0% | +4.9% | +0.1% | +10.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling