-7.4%
RKLB vs TSLL
-48.4%
+41.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.3% | +2.5% | -1.2% |
| 7D | -10.6% | -9.4% | -1.2% | -7.0% |
| 30D | -28.3% | +1.6% | -29.8% | -28.8% |
| 3M | -29.7% | +29.4% | -59.1% | -38.2% |
| 6M | -34.8% | -20.1% | -14.6% | -31.7% |
| YTD | -24.9% | -44.5% | +19.6% | -13.7% |
| 1Y | -7.4% | -46.0% | +38.6% | +6.0% |
| All | -7.4% | -48.4% | +41.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling