-52.0%
TSLL vs PSLV
+211.6%
-263.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.1% |
| 7D | +5.1% | +3.3% | +1.8% | +4.0% |
| 30D | +20.0% | +2.1% | +17.8% | +19.3% |
| 3M | -23.8% | +7.1% | -30.9% | -25.0% |
| 6M | -30.3% | -21.6% | -8.7% | -25.5% |
| YTD | -47.7% | -6.7% | -40.9% | -50.3% |
| 1Y | -21.2% | +59.3% | -80.5% | -39.6% |
| 3Y | -26.9% | +182.1% | -209.0% | -52.6% |
| All | -52.0% | +211.6% | -263.6% | -69.8% |
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