-55.4%
TSLL vs RBA
+30.8%
-86.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.1% |
| 7D | +1.9% | -2.9% | +4.8% | +4.1% |
| 30D | +17.8% | -12.3% | +30.1% | +29.6% |
| 3M | -37.0% | -20.5% | -16.5% | -26.6% |
| 6M | -37.7% | -18.5% | -19.1% | -29.4% |
| YTD | -51.4% | -18.2% | -33.1% | -45.9% |
| 1Y | -23.4% | -27.5% | +4.1% | -5.9% |
| 3Y | -30.8% | +38.1% | -68.9% | -44.8% |
| All | -55.4% | +30.8% | -86.2% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling