-21.2%
TSLL vs RGTI
-0.1%
-21.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.0% |
| 7D | +5.1% | +2.5% | +2.6% | +4.3% |
| 30D | +20.0% | -13.7% | +33.6% | +26.1% |
| 3M | -23.8% | -22.6% | -1.2% | -17.4% |
| 6M | -30.3% | -13.4% | -16.9% | -28.5% |
| YTD | -47.7% | -31.2% | -16.5% | -44.1% |
| 1Y | -21.2% | -7.6% | -13.5% | +22.9% |
| All | -21.2% | -0.1% | -21.1% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling