-51.9%
TSLL vs RIVN
-57.2%
+5.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.1% | +6.2% |
| 7D | +5.8% | +4.1% | +1.7% | +3.5% |
| 30D | +21.7% | +1.1% | +20.6% | +21.6% |
| 3M | -28.2% | -4.0% | -24.2% | -27.1% |
| 6M | -29.5% | +5.2% | -34.7% | -32.9% |
| YTD | -47.5% | -18.0% | -29.6% | -43.7% |
| 1Y | -20.8% | +15.6% | -36.4% | -34.1% |
| 3Y | -26.7% | -30.0% | +3.3% | -24.6% |
| All | -51.9% | -57.2% | +5.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIVN.
Daily Out/Under-Performance
Portfolio return minus RIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIVN 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 10y: compounded portfolio wealth divided by compounded RIVN 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…
10y analysis · Full analysis span regression · 6 months rolling