-21.2%
TSLL vs PSLV
+57.7%
-78.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.0% |
| 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% | -25.1% |
| 6M | -30.3% | -21.6% | -8.7% | -28.0% |
| YTD | -47.7% | -6.7% | -40.9% | -50.1% |
| 1Y | -21.2% | +59.3% | -80.5% | -51.6% |
| All | -21.2% | +57.7% | -78.9% | -51.6% |
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