-52.1%
TSLL vs RCL
+795.6%
-847.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.0% | +7.9% | +8.5% |
| 7D | -14.3% | +5.0% | -19.3% | -17.3% |
| 30D | -6.2% | +19.4% | -25.5% | -18.0% |
| 3M | +21.2% | +5.9% | +15.3% | +14.8% |
| 6M | -36.6% | +23.8% | -60.4% | -47.7% |
| YTD | -47.8% | +22.8% | -70.6% | -60.1% |
| 1Y | -45.2% | +34.3% | -79.5% | -62.2% |
| 3Y | -3.3% | +276.4% | -279.7% | -69.7% |
| All | -52.1% | +795.6% | -847.8% | -91.3% |
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