-5.9%
TSLL vs RMBS
+37.1%
-43.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.7% | +0.1% | +1.8% |
| 7D | +0.5% | +3.0% | -2.5% | -0.1% |
| 30D | +2.7% | -15.5% | +18.2% | +16.5% |
| 3M | +26.3% | -11.5% | +37.7% | +36.3% |
| 6M | -37.2% | -36.5% | -0.6% | -15.6% |
| YTD | -44.2% | -7.1% | -37.1% | -52.6% |
| 1Y | -44.0% | -18.7% | -25.3% | -47.2% |
| All | -5.9% | +37.1% | -43.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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