-18.4%
TSLL vs RIVN
-24.4%
+6.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +7.2% |
| 7D | -21.2% | +11.9% | -33.1% | -26.1% |
| 30D | -13.3% | -5.1% | -8.2% | -10.6% |
| 3M | +15.4% | -11.5% | +26.9% | +24.7% |
| 6M | -34.2% | -6.0% | -28.2% | -32.4% |
| YTD | -52.9% | -30.9% | -22.0% | -43.9% |
| 1Y | -54.3% | -10.6% | -43.8% | -54.9% |
| 3Y | -18.4% | -20.8% | +2.4% | -20.0% |
| All | -18.4% | -24.4% | +6.1% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling