-55.4%
TSLL vs PSLV
+206.5%
-261.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -11.4% |
| 7D | +1.9% | -0.6% | +2.5% | +2.3% |
| 30D | +17.8% | +7.3% | +10.5% | +15.2% |
| 3M | -37.0% | -7.4% | -29.6% | -35.1% |
| 6M | -37.7% | -20.3% | -17.4% | -33.4% |
| YTD | -51.4% | -8.2% | -43.1% | -53.5% |
| 1Y | -23.4% | +57.9% | -81.3% | -41.1% |
| 3Y | -30.8% | +162.1% | -192.9% | -54.3% |
| All | -55.4% | +206.5% | -261.9% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling