-48.9%
TSLL vs PSX
+89.2%
-138.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.0% | +7.9% | +10.9% |
| 7D | -14.3% | -8.0% | -6.3% | -15.2% |
| 30D | -6.2% | -9.0% | +2.9% | -7.3% |
| 3M | +21.2% | +24.7% | -3.6% | +24.6% |
| 6M | -36.6% | +49.3% | -85.9% | -31.9% |
| YTD | -47.8% | +100.2% | -147.9% | -43.2% |
| All | -48.9% | +89.2% | -138.2% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling