-46.0%
TSLL vs RNG
+179.4%
-225.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.1% | -6.3% |
| 7D | -9.4% | -9.6% | +0.1% | -8.5% |
| 30D | +1.6% | -1.4% | +3.0% | +1.7% |
| 3M | +29.4% | +28.8% | +0.6% | +27.7% |
| 6M | -20.1% | +65.6% | -85.7% | -21.7% |
| YTD | -44.5% | +171.4% | -215.9% | -49.6% |
| 1Y | -46.0% | +185.3% | -231.3% | -54.4% |
| All | -46.0% | +179.4% | -225.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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