-51.7%
TSLL vs PSLV
+135.0%
-186.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +2.3% |
| 7D | -11.0% | +3.9% | -14.9% | -12.3% |
| 30D | -5.3% | -16.3% | +11.1% | +1.0% |
| 3M | +20.8% | -23.0% | +43.8% | +32.9% |
| 6M | -36.0% | -36.5% | +0.5% | -25.2% |
| YTD | -47.3% | -29.6% | -17.6% | -44.6% |
| 1Y | -48.4% | -0.5% | -47.9% | -52.9% |
| 3Y | -5.4% | +120.1% | -125.6% | -32.5% |
| All | -51.7% | +135.0% | -186.7% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling