-56.8%
TSLL vs RCL
+769.5%
-826.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.3% | +7.6% |
| 7D | -21.2% | +6.5% | -27.7% | -25.0% |
| 30D | -13.3% | +15.9% | -29.2% | -22.6% |
| 3M | +15.4% | +2.7% | +12.7% | +11.9% |
| 6M | -34.2% | +15.2% | -49.5% | -42.8% |
| YTD | -52.9% | +19.2% | -72.1% | -63.3% |
| 1Y | -54.3% | +31.6% | -85.9% | -68.1% |
| 3Y | -18.4% | +274.2% | -292.6% | -74.3% |
| All | -56.8% | +769.5% | -826.4% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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