-24.9%
TSLL vs RIG
-26.1%
+1.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.4% | -15.5% | -19.4% |
| 7D | -28.9% | -23.8% | -5.1% | -21.0% |
| 30D | -21.4% | -5.6% | -15.9% | -19.8% |
| 3M | +5.0% | -0.8% | +5.8% | +4.1% |
| 6M | -36.6% | -18.4% | -18.2% | -33.1% |
| YTD | -56.6% | +23.5% | -80.1% | -63.8% |
| 1Y | -60.9% | +30.8% | -91.6% | -68.4% |
| All | -24.9% | -26.1% | +1.2% | -37.6% |
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 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