-47.2%
TSLL vs RL
+316.7%
-363.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +4.1% |
| 7D | +33.0% | +2.4% | +30.6% | +30.3% |
| 30D | +7.7% | +4.6% | +3.1% | +4.5% |
| 3M | +34.7% | -1.1% | +35.8% | +35.8% |
| 6M | -31.5% | +16.5% | -48.0% | -41.0% |
| YTD | -42.4% | +11.4% | -53.8% | -49.4% |
| 1Y | -39.7% | +16.1% | -55.8% | -49.1% |
| 3Y | +3.4% | +252.6% | -249.2% | -62.6% |
| All | -47.2% | +316.7% | -363.9% | -84.4% |
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