-56.8%
TSLL vs RGEN
-29.7%
-27.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.0% | +5.7% | +7.1% |
| 7D | -21.2% | -1.9% | -19.3% | -20.0% |
| 30D | -13.3% | +3.7% | -17.1% | -14.7% |
| 3M | +15.4% | +8.8% | +6.6% | +10.4% |
| 6M | -34.2% | +38.0% | -72.2% | -45.9% |
| YTD | -52.9% | +5.9% | -58.8% | -55.6% |
| 1Y | -54.3% | +19.7% | -74.0% | -59.7% |
| 3Y | -18.4% | +20.5% | -38.9% | -31.2% |
| All | -56.8% | -29.7% | -27.1% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling