+1,031.1%
RKLB vs TSLL
-51.4%
+1,082.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -2.9% |
| 7D | +15.9% | +17.8% | -1.9% | +10.8% |
| 30D | +4.0% | +8.2% | -4.3% | +1.7% |
| 3M | -23.2% | +20.9% | -44.0% | -27.8% |
| 6M | -50.4% | -37.5% | -12.9% | -45.7% |
| YTD | -11.8% | -44.5% | +32.7% | -1.6% |
| 1Y | +36.0% | -33.0% | +68.9% | +43.9% |
| 3Y | +1,321.0% | -6.4% | +1,327.4% | +980.2% |
| All | +1,031.1% | -51.4% | +1,082.4% | +1,019.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling