-24.9%
TSLL vs PSA
+52.1%
-77.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.7% | -21.2% | -21.5% |
| 7D | -28.9% | +7.4% | -36.3% | -31.7% |
| 30D | -21.4% | +19.1% | -40.6% | -29.3% |
| 3M | +5.0% | +5.1% | -0.1% | +1.9% |
| 6M | -36.6% | +16.2% | -52.8% | -43.4% |
| YTD | -56.6% | +35.2% | -91.8% | -65.9% |
| 1Y | -60.9% | +27.1% | -88.0% | -67.8% |
| All | -24.9% | +52.1% | -77.0% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling