-46.0%
TSLL vs PSLV
+7.9%
-53.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.0% | -12.3% | -8.4% |
| 7D | -9.4% | -2.6% | -6.8% | -8.7% |
| 30D | +1.6% | -14.2% | +15.7% | +7.2% |
| 3M | +29.4% | -12.2% | +41.7% | +36.0% |
| 6M | -20.1% | -28.1% | +7.9% | -10.5% |
| YTD | -44.5% | -28.2% | -16.3% | -42.4% |
| 1Y | -46.0% | +9.1% | -55.1% | -60.4% |
| All | -46.0% | +7.9% | -53.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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