-56.8%
TSLL vs PTC
+64.1%
-120.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.5% |
| 7D | -21.2% | -0.2% | -21.0% | -21.0% |
| 30D | -13.3% | +0.8% | -14.1% | -13.7% |
| 3M | +15.4% | +32.1% | -16.7% | -11.9% |
| 6M | -34.2% | +42.6% | -76.9% | -56.7% |
| YTD | -52.9% | +12.0% | -64.9% | -58.3% |
| 1Y | -54.3% | +12.2% | -66.5% | -60.0% |
| 3Y | -18.4% | +31.2% | -49.6% | -46.8% |
| All | -56.8% | +64.1% | -120.9% | -77.8% |
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