-24.9%
TSLL vs RGEN
+12.2%
-37.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.5% | -16.4% | -19.2% |
| 7D | -28.9% | -10.7% | -18.2% | -24.5% |
| 30D | -21.4% | -3.6% | -17.8% | -19.9% |
| 3M | +5.0% | +6.2% | -1.3% | +1.7% |
| 6M | -36.6% | +34.1% | -70.7% | -47.0% |
| YTD | -56.6% | +2.8% | -59.5% | -58.3% |
| 1Y | -60.9% | +15.5% | -76.4% | -64.7% |
| All | -24.9% | +12.2% | -37.0% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling