-29.9%
RKLB vs TSLL
+17.3%
-47.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +8.6% | +6.8% | +11.5% |
| 7D | -3.0% | -21.2% | +18.2% | +5.7% |
| 30D | -26.2% | -13.3% | -12.9% | -22.4% |
| 3M | -29.9% | +15.4% | -45.3% | -31.8% |
| All | -29.9% | +17.3% | -47.2% | -31.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling