-48.9%
TSLL vs RIG
+51.7%
-100.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +4.9% |
| 7D | +0.5% | -2.6% | +3.1% | +1.9% |
| 30D | +2.7% | -5.2% | +7.8% | +4.6% |
| 3M | +26.3% | -8.6% | +34.9% | +29.3% |
| 6M | -37.2% | -18.9% | -18.2% | -33.9% |
| YTD | -44.2% | +28.6% | -72.8% | -52.0% |
| 1Y | -44.0% | +25.5% | -69.5% | -51.5% |
| 3Y | 0.0% | -20.2% | +20.2% | -11.6% |
| All | -48.9% | +51.7% | -100.6% | -64.9% |
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