-55.4%
TSLL vs RCL
+600.7%
-656.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.7% |
| 7D | +1.9% | -5.1% | +7.0% | +5.9% |
| 30D | +17.8% | -19.0% | +36.8% | +38.8% |
| 3M | -37.0% | -9.6% | -27.4% | -32.6% |
| 6M | -37.7% | -6.7% | -31.0% | -35.6% |
| YTD | -51.4% | -3.9% | -47.5% | -54.7% |
| 1Y | -23.4% | -25.1% | +1.7% | -12.5% |
| 3Y | -30.8% | +179.1% | -209.9% | -72.5% |
| All | -55.4% | +600.7% | -656.1% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling