-55.4%
TSLL vs PSX
+248.7%
-304.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -11.9% |
| 7D | +1.9% | +4.5% | -2.6% | -0.2% |
| 30D | +17.8% | +26.6% | -8.8% | +5.6% |
| 3M | -37.0% | +39.3% | -76.3% | -46.1% |
| 6M | -37.7% | +56.8% | -94.5% | -50.7% |
| YTD | -51.4% | +101.8% | -153.2% | -66.8% |
| 1Y | -23.4% | +99.6% | -123.0% | -47.8% |
| 3Y | -30.8% | +140.3% | -171.1% | -58.7% |
| All | -55.4% | +248.7% | -304.1% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling