-46.0%
TSLL vs RIG
+43.0%
-89.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.6% | +1.3% | -5.6% |
| 7D | -9.4% | -18.8% | +9.3% | -8.0% |
| 30D | +1.6% | -1.1% | +2.7% | +1.5% |
| 3M | +29.4% | +4.4% | +25.0% | +28.3% |
| 6M | -20.1% | -20.8% | +0.6% | -18.4% |
| YTD | -44.5% | +32.0% | -76.5% | -51.0% |
| 1Y | -46.0% | +39.7% | -85.8% | -56.2% |
| All | -46.0% | +43.0% | -89.1% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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