-49.1%
TSLL vs RIG
+58.3%
-107.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -5.1% |
| 7D | +17.8% | +5.7% | +12.1% | +15.5% |
| 30D | +8.2% | -0.7% | +9.0% | +8.4% |
| 3M | +20.9% | -3.1% | +24.0% | +21.3% |
| 6M | -37.5% | -16.3% | -21.2% | -35.0% |
| YTD | -44.5% | +34.1% | -78.6% | -53.0% |
| 1Y | -33.0% | +38.2% | -71.1% | -44.1% |
| 3Y | -6.4% | -15.3% | +8.9% | -18.8% |
| All | -49.1% | +58.3% | -107.4% | -65.6% |
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