-33.0%
TSLL vs RL
+15.3%
-48.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.0% |
| 7D | +17.8% | +2.6% | +15.3% | +16.2% |
| 30D | +8.2% | +2.9% | +5.3% | +8.1% |
| 3M | +20.9% | 0.0% | +20.9% | +22.6% |
| 6M | -37.5% | +17.1% | -54.6% | -41.2% |
| YTD | -44.5% | +10.1% | -54.6% | -47.8% |
| 1Y | -33.0% | +17.3% | -50.3% | -38.6% |
| All | -33.0% | +15.3% | -48.2% | -38.6% |
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