-47.2%
TSLL vs RGTI
+125.5%
-172.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.0% | +10.4% | +4.9% |
| 7D | +33.0% | +4.9% | +28.1% | +31.0% |
| 30D | +7.7% | -19.2% | +26.9% | +12.7% |
| 3M | +34.7% | -43.9% | +78.6% | +52.7% |
| 6M | -31.5% | -45.8% | +14.3% | -22.8% |
| YTD | -42.4% | -53.4% | +11.0% | -33.7% |
| 1Y | -39.7% | -63.5% | +23.8% | -27.7% |
| 3Y | +3.4% | +964.9% | -961.6% | -52.6% |
| All | -47.2% | +125.5% | -172.7% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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