-51.9%
TSLL vs PTEN
0.0%
-52.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +5.9% | +7.1% |
| 7D | +5.8% | -1.0% | +6.8% | +6.0% |
| 30D | +21.7% | +29.3% | -7.6% | +9.0% |
| 3M | -28.2% | +7.2% | -35.5% | -31.5% |
| 6M | -29.5% | +43.5% | -73.0% | -43.8% |
| YTD | -47.5% | +113.2% | -160.8% | -66.3% |
| 1Y | -20.8% | +135.1% | -155.9% | -52.1% |
| 3Y | -26.7% | -4.8% | -21.9% | -43.4% |
| All | -51.9% | 0.0% | -52.0% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PTEN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling