-48.4%
TSLL vs RNG
+171.5%
-219.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -11.0% | -6.0% | -5.0% | -10.2% |
| 30D | -5.3% | -7.4% | +2.1% | -4.3% |
| 3M | +20.8% | +14.6% | +6.2% | +20.5% |
| 6M | -36.0% | +61.5% | -97.5% | -36.9% |
| YTD | -47.3% | +155.7% | -203.0% | -51.6% |
| 1Y | -48.4% | +172.5% | -220.9% | -56.4% |
| All | -48.4% | +171.5% | -219.9% | -56.4% |
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