+5.0%
TSLL vs RIG
-3.0%
+8.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.4% | -15.5% | -19.7% |
| 7D | -28.9% | -23.8% | -5.1% | -25.4% |
| 30D | -21.4% | -5.6% | -15.9% | -19.8% |
| 3M | +5.0% | -0.8% | +5.8% | +5.3% |
| All | +5.0% | -3.0% | +8.0% | +5.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling