-52.1%
TSLL vs PSX
+245.8%
-298.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.0% | +7.9% | +9.6% |
| 7D | -14.3% | -8.0% | -6.3% | -10.7% |
| 30D | -6.2% | -9.0% | +2.9% | -2.3% |
| 3M | +21.2% | +24.7% | -3.6% | +9.0% |
| 6M | -36.6% | +49.3% | -85.9% | -48.0% |
| YTD | -47.8% | +100.2% | -147.9% | -64.3% |
| 1Y | -45.2% | +88.8% | -134.1% | -61.7% |
| 3Y | -3.3% | +152.5% | -155.7% | -42.8% |
| All | -52.1% | +245.8% | -298.0% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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