-51.7%
TSLL vs PTC
+65.3%
-117.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -11.0% | +1.3% | -12.3% | -11.8% |
| 30D | -5.3% | +1.1% | -6.4% | -5.9% |
| 3M | +20.8% | +30.1% | -9.3% | -6.2% |
| 6M | -36.0% | +34.0% | -70.0% | -54.1% |
| YTD | -47.3% | +12.8% | -60.1% | -53.6% |
| 1Y | -48.4% | +10.7% | -59.2% | -53.7% |
| 3Y | -5.4% | +29.6% | -35.1% | -37.1% |
| All | -51.7% | +65.3% | -117.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling