-35.3%
TSLL vs PTC
-3.9%
-31.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -6.0% | -5.8% | -6.3% |
| 7D | +1.9% | -10.3% | +12.2% | +12.9% |
| 30D | +17.8% | +1.1% | +16.6% | +16.9% |
| 3M | -37.0% | +1.6% | -38.6% | -39.6% |
| 6M | -37.7% | -13.5% | -24.2% | -28.9% |
| YTD | -51.4% | -19.1% | -32.3% | -40.0% |
| 1Y | -23.4% | -33.9% | +10.5% | +24.7% |
| All | -35.3% | -3.9% | -31.4% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling