-55.4%
TSLL vs RL
+273.4%
-328.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.0% | -13.9% | -13.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.3% |
| 30D | +17.8% | -7.8% | +25.5% | +25.3% |
| 3M | -37.0% | -4.0% | -33.0% | -34.9% |
| 6M | -37.7% | -1.9% | -35.8% | -38.5% |
| YTD | -51.4% | -0.2% | -51.2% | -53.2% |
| 1Y | -23.4% | +10.7% | -34.0% | -33.2% |
| 3Y | -30.8% | +210.8% | -241.5% | -72.4% |
| All | -55.4% | +273.4% | -328.9% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling