-35.3%
TSLL vs RGEN
-3.7%
-31.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -11.3% |
| 7D | +1.9% | -4.9% | +6.8% | +4.5% |
| 30D | +17.8% | +5.7% | +12.1% | +15.1% |
| 3M | -37.0% | +32.4% | -69.4% | -45.8% |
| 6M | -37.7% | +33.2% | -70.9% | -47.2% |
| YTD | -51.4% | +2.3% | -53.7% | -52.9% |
| 1Y | -23.4% | +39.0% | -62.4% | -37.0% |
| All | -35.3% | -3.7% | -31.6% | -32.5% |
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