-52.1%
TSLL vs RIG
+47.7%
-99.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.3% | +12.2% | +11.4% |
| 7D | -14.3% | -17.0% | +2.7% | -8.3% |
| 30D | -6.2% | -6.2% | 0.0% | -4.1% |
| 3M | +21.2% | -1.7% | +22.9% | +20.9% |
| 6M | -36.6% | -19.2% | -17.4% | -33.3% |
| YTD | -47.8% | +25.2% | -72.9% | -54.6% |
| 1Y | -45.2% | +29.9% | -75.1% | -53.3% |
| 3Y | -3.3% | -21.3% | +18.1% | -14.0% |
| All | -52.1% | +47.7% | -99.8% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling