-18.4%
TSLL vs RBA
+42.3%
-60.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.3% | +10.0% | +9.6% |
| 7D | -21.2% | +4.3% | -25.5% | -23.6% |
| 30D | -13.3% | +16.3% | -29.6% | -22.8% |
| 3M | +15.4% | +1.3% | +14.1% | +13.3% |
| 6M | -34.2% | -11.1% | -23.2% | -30.4% |
| YTD | -52.9% | -8.5% | -44.4% | -52.6% |
| 1Y | -54.3% | -2.1% | -52.2% | -57.3% |
| 3Y | -18.4% | +44.6% | -62.9% | -29.1% |
| All | -18.4% | +42.3% | -60.7% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling