-56.8%
TSLL vs PSX
+235.9%
-292.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.2% | +8.9% |
| 7D | -21.2% | -13.1% | -8.1% | -16.0% |
| 30D | -13.3% | -9.5% | -3.8% | -9.7% |
| 3M | +15.4% | +20.2% | -4.8% | +5.4% |
| 6M | -34.2% | +44.9% | -79.1% | -45.4% |
| YTD | -52.9% | +94.4% | -147.3% | -67.5% |
| 1Y | -54.3% | +83.1% | -137.4% | -67.7% |
| 3Y | -18.4% | +132.2% | -150.5% | -50.7% |
| All | -56.8% | +235.9% | -292.7% | -76.6% |
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