-48.9%
TSLL vs RKT
+64.1%
-113.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +0.5% | -3.8% | +4.3% | +2.4% |
| 30D | +2.7% | +32.8% | -30.2% | -11.3% |
| 3M | +26.3% | +0.8% | +25.4% | +24.1% |
| 6M | -37.2% | -2.6% | -34.6% | -37.5% |
| YTD | -44.2% | -25.4% | -18.8% | -39.3% |
| 1Y | -44.0% | -19.1% | -24.9% | -41.8% |
| 3Y | 0.0% | +83.2% | -83.2% | -41.7% |
| All | -48.9% | +64.1% | -113.0% | -71.2% |
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