-20.8%
TSLL vs RNG
+121.6%
-142.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.4% | +12.2% | +8.3% |
| 7D | +5.8% | -0.8% | +6.6% | +6.0% |
| 30D | +21.7% | +11.4% | +10.3% | +20.6% |
| 3M | -28.2% | +72.1% | -100.3% | -31.9% |
| 6M | -29.5% | +67.9% | -97.4% | -33.9% |
| YTD | -47.5% | +144.3% | -191.9% | -55.0% |
| 1Y | -20.8% | +117.5% | -138.3% | -25.9% |
| All | -20.8% | +121.6% | -142.3% | -25.9% |
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