-55.4%
TSLL vs RGTI
+231.9%
-287.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | -2.5% | +4.4% | +2.5% |
| 30D | +17.8% | -9.4% | +27.2% | +20.4% |
| 3M | -37.0% | -37.1% | +0.1% | -30.3% |
| 6M | -37.7% | -14.4% | -23.3% | -36.3% |
| YTD | -51.4% | -31.4% | -20.0% | -48.5% |
| 1Y | -23.4% | +0.5% | -23.9% | -27.4% |
| 3Y | -30.8% | +726.1% | -756.9% | -67.4% |
| All | -55.4% | +231.9% | -287.3% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling