-52.1%
TSLL vs RGEN
-27.5%
-24.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +9.3% |
| 7D | -14.3% | +3.5% | -17.8% | -15.1% |
| 30D | -6.2% | +2.9% | -9.1% | -7.1% |
| 3M | +21.2% | +9.2% | +12.0% | +15.8% |
| 6M | -36.6% | +44.9% | -81.5% | -49.1% |
| YTD | -47.8% | +9.2% | -57.0% | -51.5% |
| 1Y | -45.2% | +25.3% | -70.5% | -52.8% |
| 3Y | -3.3% | +21.7% | -25.0% | -18.7% |
| All | -52.1% | -27.5% | -24.6% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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