-52.1%
TSLL vs RBA
+49.9%
-102.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +9.2% |
| 7D | -14.3% | +2.5% | -16.8% | -15.8% |
| 30D | -6.2% | +11.6% | -17.7% | -13.9% |
| 3M | +21.2% | +1.5% | +19.7% | +18.7% |
| 6M | -36.6% | -6.6% | -30.0% | -35.2% |
| YTD | -47.8% | -6.3% | -41.5% | -47.9% |
| 1Y | -45.2% | -4.0% | -41.3% | -46.7% |
| 3Y | -3.3% | +47.3% | -50.5% | -27.3% |
| All | -52.1% | +49.9% | -102.0% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling