-35.3%
TSLL vs RIG
-32.0%
-3.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.8% | -9.0% | -10.8% |
| 7D | +1.9% | +0.9% | +1.0% | +1.4% |
| 30D | +17.8% | +13.8% | +3.9% | +11.8% |
| 3M | -37.0% | -6.4% | -30.6% | -35.8% |
| 6M | -37.7% | -8.2% | -29.5% | -37.8% |
| YTD | -51.4% | +41.6% | -93.0% | -60.8% |
| 1Y | -23.4% | +88.7% | -112.1% | -46.9% |
| All | -35.3% | -32.0% | -3.3% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling