-52.1%
TSLL vs RKT
+72.6%
-124.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +10.5% |
| 7D | -14.3% | +10.3% | -24.6% | -18.3% |
| 30D | -6.2% | +32.3% | -38.5% | -18.6% |
| 3M | +21.2% | +10.7% | +10.5% | +14.0% |
| 6M | -36.6% | -3.2% | -33.4% | -36.9% |
| YTD | -47.8% | -21.5% | -26.2% | -44.4% |
| 1Y | -45.2% | -6.0% | -39.2% | -47.1% |
| 3Y | -3.3% | +104.2% | -107.5% | -47.0% |
| All | -52.1% | +72.6% | -124.7% | -73.7% |
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