-33.0%
TSLL vs RCL
+25.0%
-57.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +17.8% | -1.2% | +19.0% | +18.2% |
| 30D | +8.2% | +17.8% | -9.6% | +4.1% |
| 3M | +20.9% | +4.9% | +15.9% | +19.7% |
| 6M | -37.5% | +23.7% | -61.2% | -40.3% |
| YTD | -44.5% | +17.8% | -62.3% | -46.3% |
| 1Y | -33.0% | +28.9% | -61.9% | -31.5% |
| All | -33.0% | +25.0% | -57.9% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling