-5.9%
TSLL vs RNG
+177.9%
-183.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +4.8% |
| 7D | +0.5% | -3.5% | +4.0% | +2.3% |
| 30D | +2.7% | -3.8% | +6.4% | +4.5% |
| 3M | +26.3% | +18.6% | +7.7% | +18.8% |
| 6M | -37.2% | +69.2% | -106.4% | -50.8% |
| YTD | -44.2% | +161.9% | -206.1% | -67.9% |
| 1Y | -44.0% | +176.2% | -220.2% | -69.1% |
| All | -5.9% | +177.9% | -183.9% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling