-46.0%
TSLL vs RL
+34.3%
-80.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.5% | -10.8% | -8.5% |
| 7D | -9.4% | +5.8% | -15.2% | -12.1% |
| 30D | +1.6% | +12.7% | -11.2% | -4.5% |
| 3M | +29.4% | +9.3% | +20.1% | +23.0% |
| 6M | -20.1% | +16.9% | -37.1% | -26.7% |
| YTD | -44.5% | +17.5% | -62.0% | -50.8% |
| 1Y | -46.0% | +34.6% | -80.7% | -58.0% |
| All | -46.0% | +34.3% | -80.4% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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