-23.4%
TSLL vs RBA
-26.5%
+3.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -11.9% |
| 7D | +1.9% | -2.9% | +4.8% | +2.7% |
| 30D | +17.8% | -12.3% | +30.1% | +21.8% |
| 3M | -37.0% | -20.5% | -16.5% | -33.5% |
| 6M | -37.7% | -18.5% | -19.1% | -35.0% |
| YTD | -51.4% | -18.2% | -33.1% | -47.6% |
| 1Y | -23.4% | -27.5% | +4.1% | -13.5% |
| All | -23.4% | -26.5% | +3.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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