-49.1%
TSLL vs RCL
+759.2%
-808.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | +17.8% | -1.2% | +19.0% | +18.8% |
| 30D | +8.2% | +17.8% | -9.6% | -4.8% |
| 3M | +20.9% | +4.9% | +15.9% | +15.1% |
| 6M | -37.5% | +23.7% | -61.2% | -48.5% |
| YTD | -44.5% | +17.8% | -62.3% | -56.4% |
| 1Y | -33.0% | +28.9% | -61.9% | -52.6% |
| 3Y | -6.4% | +241.9% | -248.2% | -68.5% |
| All | -49.1% | +759.2% | -808.3% | -90.5% |
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