-55.4%
TSLL vs RKT
+59.8%
-115.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.7% | -11.3% |
| 7D | +1.9% | +2.1% | -0.2% | +1.0% |
| 30D | +17.8% | +1.4% | +16.3% | +17.1% |
| 3M | -37.0% | +6.3% | -43.3% | -38.7% |
| 6M | -37.7% | -15.5% | -22.2% | -33.4% |
| YTD | -51.4% | -27.4% | -24.0% | -45.5% |
| 1Y | -23.4% | -26.6% | +3.2% | -15.5% |
| 3Y | -30.8% | +41.2% | -72.0% | -52.3% |
| All | -55.4% | +59.8% | -115.2% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling