-52.1%
TSLL vs RNG
+43.7%
-95.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.5% |
| 7D | -14.3% | -6.2% | -8.1% | -11.5% |
| 30D | -6.2% | -8.0% | +1.9% | -2.4% |
| 3M | +21.2% | +15.7% | +5.5% | +14.0% |
| 6M | -36.6% | +60.3% | -96.9% | -51.2% |
| YTD | -47.8% | +153.8% | -201.6% | -70.7% |
| 1Y | -45.2% | +172.2% | -217.4% | -70.6% |
| 3Y | -3.3% | +174.8% | -178.1% | -50.0% |
| All | -52.1% | +43.7% | -95.8% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling