-56.8%
TSLL vs RNG
+42.3%
-99.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.5% | +9.9% |
| 7D | -21.2% | -11.3% | -9.9% | -16.8% |
| 30D | -13.3% | -5.7% | -7.6% | -10.9% |
| 3M | +15.4% | +16.8% | -1.4% | +8.1% |
| 6M | -34.2% | +58.5% | -92.7% | -49.2% |
| YTD | -52.9% | +151.3% | -204.2% | -73.4% |
| 1Y | -54.3% | +169.0% | -223.4% | -75.4% |
| 3Y | -18.4% | +156.9% | -175.3% | -56.4% |
| All | -56.8% | +42.3% | -99.2% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling