-48.4%
TSLL vs PSX
+87.5%
-135.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | -11.0% | -7.8% | -3.2% | -11.8% |
| 30D | -5.3% | -9.9% | +4.6% | -6.4% |
| 3M | +20.8% | +16.9% | +3.9% | +23.1% |
| 6M | -36.0% | +48.0% | -84.0% | -31.2% |
| YTD | -47.3% | +98.3% | -145.6% | -42.7% |
| 1Y | -48.4% | +86.2% | -134.6% | -45.9% |
| All | -48.4% | +87.5% | -135.9% | -45.9% |
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 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