-47.0%
TSLL vs RKT
-16.1%
-30.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +2.6% |
| 7D | -11.0% | +4.6% | -15.7% | -12.5% |
| 30D | -5.3% | +25.9% | -31.2% | -13.4% |
| 3M | +20.8% | +5.0% | +15.8% | +18.5% |
| 6M | -36.0% | -7.9% | -28.1% | -34.9% |
| YTD | -47.3% | -25.4% | -21.9% | -46.2% |
| All | -47.0% | -16.1% | -30.9% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling