-51.7%
TSLL vs PTEN
-20.6%
-31.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | -11.0% | -14.5% | +3.4% | -4.8% |
| 30D | -5.3% | -11.1% | +5.9% | -1.0% |
| 3M | +20.8% | -7.8% | +28.6% | +23.5% |
| 6M | -36.0% | -10.5% | -25.5% | -35.2% |
| YTD | -47.3% | +69.3% | -116.6% | -63.1% |
| 1Y | -48.4% | +70.5% | -119.0% | -64.3% |
| 3Y | -5.4% | -7.1% | +1.7% | -22.9% |
| All | -51.7% | -20.6% | -31.1% | -59.3% |
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