-24.9%
TSLL vs RBA
+44.2%
-69.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.3% | -21.6% | -21.7% |
| 7D | -28.9% | +7.3% | -36.2% | -32.4% |
| 30D | -21.4% | +16.9% | -38.4% | -30.2% |
| 3M | +5.0% | -0.5% | +5.5% | +4.7% |
| 6M | -36.6% | -10.4% | -26.2% | -33.1% |
| YTD | -56.6% | -7.2% | -49.4% | -56.7% |
| 1Y | -60.9% | -2.2% | -58.6% | -63.1% |
| All | -24.9% | +44.2% | -69.1% | -35.3% |
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