-56.8%
TSLL vs RL
+301.5%
-358.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +9.8% |
| 7D | -21.2% | -4.2% | -17.1% | -17.6% |
| 30D | -13.3% | +4.3% | -17.6% | -15.8% |
| 3M | +15.4% | -4.6% | +20.0% | +19.7% |
| 6M | -34.2% | +1.7% | -36.0% | -36.5% |
| YTD | -52.9% | +7.3% | -60.3% | -57.4% |
| 1Y | -54.3% | +20.8% | -75.1% | -63.2% |
| 3Y | -18.4% | +247.0% | -265.3% | -70.0% |
| All | -56.8% | +301.5% | -358.4% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling