-55.4%
TSLL vs PTEN
-1.9%
-53.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.8% | -11.4% |
| 7D | +1.9% | +0.7% | +1.2% | +1.4% |
| 30D | +17.8% | +31.2% | -13.5% | +4.6% |
| 3M | -37.0% | +2.0% | -39.0% | -38.4% |
| 6M | -37.7% | +42.4% | -80.1% | -50.3% |
| YTD | -51.4% | +109.2% | -160.6% | -68.5% |
| 1Y | -23.4% | +122.3% | -145.7% | -52.5% |
| 3Y | -30.8% | -5.6% | -25.2% | -46.3% |
| All | -55.4% | -1.9% | -53.6% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling