-18.4%
TSLL vs RIG
-24.1%
+5.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +7.6% |
| 7D | -21.2% | -24.5% | +3.3% | -12.1% |
| 30D | -13.3% | -2.8% | -10.5% | -12.4% |
| 3M | +15.4% | +1.6% | +13.8% | +13.5% |
| 6M | -34.2% | -15.9% | -18.3% | -31.4% |
| YTD | -52.9% | +26.9% | -79.8% | -61.1% |
| 1Y | -54.3% | +34.4% | -88.7% | -63.5% |
| 3Y | -18.4% | -21.2% | +2.8% | -32.9% |
| All | -18.4% | -24.1% | +5.7% | -32.9% |
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 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