-56.8%
TSLL vs RKT
+71.1%
-128.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +7.9% |
| 7D | -21.2% | +17.7% | -38.9% | -27.3% |
| 30D | -13.3% | +31.6% | -44.9% | -24.8% |
| 3M | +15.4% | +13.9% | +1.5% | +7.1% |
| 6M | -34.2% | +2.8% | -37.0% | -36.5% |
| YTD | -52.9% | -22.2% | -30.7% | -49.7% |
| 1Y | -54.3% | -3.5% | -50.8% | -56.6% |
| 3Y | -18.4% | +95.3% | -113.6% | -54.0% |
| All | -56.8% | +71.1% | -128.0% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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