-60.3%
TSLL vs PTC
+63.7%
-124.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.3% | -21.6% | -21.7% |
| 7D | -28.9% | -0.1% | -28.8% | -28.8% |
| 30D | -21.4% | +0.8% | -22.3% | -21.8% |
| 3M | +5.0% | +39.6% | -34.6% | -24.5% |
| 6M | -36.6% | +41.5% | -78.0% | -57.9% |
| YTD | -56.6% | +11.7% | -68.4% | -61.6% |
| 1Y | -60.9% | +2.4% | -63.3% | -61.4% |
| 3Y | -25.2% | +31.9% | -57.2% | -51.7% |
| All | -60.3% | +63.7% | -124.0% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling