-55.4%
TSLL vs RIO
+124.0%
-179.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -12.3% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | +17.8% | +4.0% | +13.8% | +13.3% |
| 3M | -37.0% | +0.1% | -37.1% | -36.7% |
| 6M | -37.7% | +12.7% | -50.4% | -43.9% |
| YTD | -51.4% | +35.6% | -86.9% | -64.1% |
| 1Y | -23.4% | +73.7% | -97.1% | -55.5% |
| 3Y | -30.8% | +93.3% | -124.1% | -62.2% |
| All | -55.4% | +124.0% | -179.4% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 all: compounded portfolio wealth divided by compounded RIO 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…
all analysis · Full analysis span regression · 6 months rolling