-48.9%
TSLL vs PSX
+253.6%
-302.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.2% | +2.6% | +4.4% |
| 7D | +0.5% | -0.4% | +0.8% | +1.2% |
| 30D | +2.7% | -8.1% | +10.8% | +6.4% |
| 3M | +26.3% | +15.9% | +10.4% | +17.5% |
| 6M | -37.2% | +49.4% | -86.6% | -48.5% |
| YTD | -44.2% | +104.7% | -148.9% | -62.3% |
| 1Y | -44.0% | +89.1% | -133.1% | -60.7% |
| 3Y | 0.0% | +151.7% | -151.7% | -41.1% |
| All | -48.9% | +253.6% | -302.5% | -72.9% |
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