-55.4%
TSLL vs RMBS
+228.3%
-283.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.2% | -12.7% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +17.8% | -12.2% | +29.9% | +27.3% |
| 3M | -37.0% | -49.5% | +12.5% | -0.6% |
| 6M | -37.7% | -7.1% | -30.5% | -41.6% |
| YTD | -51.4% | -7.0% | -44.4% | -57.8% |
| 1Y | -23.4% | +13.3% | -36.7% | -46.5% |
| 3Y | -30.8% | +49.2% | -80.0% | -62.2% |
| All | -55.4% | +228.3% | -283.8% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling