-26.6%
TSLL vs PSX
+98.9%
-125.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -11.8% |
| 7D | +1.9% | +4.5% | -2.6% | +2.0% |
| 30D | +17.8% | +26.6% | -8.8% | +18.6% |
| 3M | -37.0% | +39.3% | -76.3% | -35.6% |
| 6M | -37.7% | +56.8% | -94.5% | -37.4% |
| YTD | -51.4% | +101.8% | -153.2% | -53.9% |
| All | -26.6% | +98.9% | -125.5% | -33.5% |
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