-52.1%
TSLL vs RL
+325.0%
-377.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.8% | +5.1% | +5.8% |
| 7D | -14.3% | +0.2% | -14.6% | -13.6% |
| 30D | -6.2% | +7.3% | -13.5% | -11.0% |
| 3M | +21.2% | +1.0% | +20.1% | +19.9% |
| 6M | -36.6% | +11.8% | -48.4% | -43.4% |
| YTD | -47.8% | +13.6% | -61.4% | -54.9% |
| 1Y | -45.2% | +24.0% | -69.3% | -56.5% |
| 3Y | -3.3% | +256.6% | -259.8% | -65.4% |
| All | -52.1% | +325.0% | -377.1% | -86.1% |
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