-60.3%
TSLL vs RKT
+68.4%
-128.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.3% | -20.6% | -21.3% |
| 7D | -28.9% | +24.3% | -53.2% | -36.2% |
| 30D | -21.4% | +27.9% | -49.3% | -30.9% |
| 3M | +5.0% | +6.9% | -1.9% | +0.3% |
| 6M | -36.6% | +5.2% | -41.7% | -39.4% |
| YTD | -56.6% | -23.5% | -33.2% | -53.3% |
| 1Y | -60.9% | -9.1% | -51.8% | -61.7% |
| 3Y | -25.2% | +81.5% | -106.7% | -56.0% |
| All | -60.3% | +68.4% | -128.7% | -77.9% |
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