-49.1%
TSLL vs RKT
+55.8%
-104.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | -9.0% | +26.8% | +22.8% |
| 30D | +8.2% | +30.2% | -22.0% | -5.8% |
| 3M | +20.9% | -8.8% | +29.7% | +24.2% |
| 6M | -37.5% | -0.9% | -36.6% | -38.3% |
| YTD | -44.5% | -29.2% | -15.3% | -38.2% |
| 1Y | -33.0% | -20.1% | -12.9% | -30.4% |
| 3Y | -6.4% | +81.3% | -87.7% | -45.6% |
| All | -49.1% | +55.8% | -104.9% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling