-52.1%
TSLL vs PTEN
-22.1%
-30.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.6% | +11.5% | +11.2% |
| 7D | -14.3% | -16.4% | +2.1% | -7.5% |
| 30D | -6.2% | -12.8% | +6.7% | -1.1% |
| 3M | +21.2% | +0.7% | +20.5% | +19.2% |
| 6M | -36.6% | -12.2% | -24.4% | -35.3% |
| YTD | -47.8% | +66.1% | -113.8% | -63.2% |
| 1Y | -45.2% | +69.2% | -114.5% | -62.0% |
| 3Y | -3.3% | -8.2% | +4.9% | -20.6% |
| All | -52.1% | -22.1% | -30.1% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling