-24.9%
TSLL vs RCL
+261.4%
-286.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.1% | -18.8% | -19.4% |
| 7D | -28.9% | +3.9% | -32.8% | -31.1% |
| 30D | -21.4% | +11.8% | -33.2% | -28.1% |
| 3M | +5.0% | -0.8% | +5.8% | +4.8% |
| 6M | -36.6% | +23.6% | -60.2% | -48.6% |
| YTD | -56.6% | +17.6% | -74.3% | -66.8% |
| 1Y | -60.9% | +28.3% | -89.1% | -73.4% |
| All | -24.9% | +261.4% | -286.3% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling