-24.9%
TSLL vs RKT
+82.3%
-107.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.3% | -20.6% | -21.4% |
| 7D | -28.9% | +24.3% | -53.2% | -35.3% |
| 30D | -21.4% | +27.9% | -49.3% | -29.8% |
| 3M | +5.0% | +6.9% | -1.9% | +1.1% |
| 6M | -36.6% | +5.2% | -41.7% | -38.9% |
| YTD | -56.6% | -23.5% | -33.2% | -53.7% |
| 1Y | -60.9% | -9.1% | -51.8% | -61.5% |
| All | -24.9% | +82.3% | -107.2% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling