+7.0%
RKLB vs TSLL
-57.5%
+64.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +8.6% | +6.8% | +11.7% |
| 7D | -3.0% | -21.2% | +18.2% | +6.5% |
| 30D | -26.2% | -13.3% | -12.9% | -22.0% |
| 3M | -29.9% | +15.4% | -45.3% | -35.3% |
| 6M | -37.3% | -34.2% | -3.1% | -29.1% |
| YTD | -23.9% | -52.9% | +29.0% | -7.3% |
| 1Y | +7.0% | -54.3% | +61.3% | +30.6% |
| All | +7.0% | -57.5% | +64.5% | +30.6% |
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