-47.2%
TSLL vs RNG
+49.9%
-97.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | +33.0% | +2.3% | +30.7% | +31.6% |
| 30D | +7.7% | -3.4% | +11.1% | +9.7% |
| 3M | +34.7% | +20.9% | +13.8% | +24.4% |
| 6M | -31.5% | +82.2% | -113.7% | -50.4% |
| YTD | -42.4% | +164.6% | -207.0% | -68.2% |
| 1Y | -39.7% | +177.0% | -216.7% | -67.7% |
| 3Y | +3.4% | +177.4% | -174.0% | -46.7% |
| All | -47.2% | +49.9% | -97.0% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling