-5.9%
TSLL vs RL
+257.6%
-263.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +7.1% |
| 7D | +0.5% | -4.4% | +4.9% | +6.2% |
| 30D | +2.7% | +5.6% | -2.9% | -1.6% |
| 3M | +26.3% | -0.6% | +26.9% | +26.9% |
| 6M | -37.2% | +15.5% | -52.6% | -46.2% |
| YTD | -44.2% | +12.3% | -56.6% | -52.3% |
| 1Y | -44.0% | +19.3% | -63.3% | -55.2% |
| All | -5.9% | +257.6% | -263.5% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling