-54.3%
TSLL vs RL
+16.8%
-71.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +9.4% |
| 7D | -21.2% | -4.2% | -17.1% | -18.4% |
| 30D | -13.3% | +4.3% | -17.6% | -13.8% |
| 3M | +15.4% | -4.6% | +20.0% | +19.9% |
| 6M | -34.2% | +1.7% | -36.0% | -33.4% |
| YTD | -52.9% | +7.3% | -60.3% | -55.3% |
| 1Y | -54.3% | +20.8% | -75.1% | -59.7% |
| All | -54.3% | +16.8% | -71.1% | -59.7% |
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