-60.3%
TSLL vs PSA
+19.3%
-79.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.7% | -21.2% | -21.4% |
| 7D | -28.9% | +7.4% | -36.3% | -32.5% |
| 30D | -21.4% | +19.1% | -40.6% | -31.3% |
| 3M | +5.0% | +5.1% | -0.1% | +0.8% |
| 6M | -36.6% | +16.2% | -52.8% | -44.8% |
| YTD | -56.6% | +35.2% | -91.8% | -67.4% |
| 1Y | -60.9% | +27.1% | -88.0% | -69.1% |
| 3Y | -25.2% | +51.7% | -76.9% | -53.4% |
| All | -60.3% | +19.3% | -79.6% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling