-47.2%
TSLL vs PSX
+259.4%
-306.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +2.6% |
| 7D | +33.0% | +6.4% | +26.5% | +29.5% |
| 30D | +7.7% | -10.2% | +17.9% | +12.8% |
| 3M | +34.7% | +17.2% | +17.6% | +24.8% |
| 6M | -31.5% | +51.8% | -83.3% | -44.2% |
| YTD | -42.4% | +108.0% | -150.4% | -61.3% |
| 1Y | -39.7% | +96.1% | -135.8% | -58.5% |
| 3Y | +3.4% | +155.9% | -152.5% | -39.6% |
| All | -47.2% | +259.4% | -306.5% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling