-55.4%
TSLL vs RNG
+44.7%
-100.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.9% | -8.0% | -10.2% |
| 7D | +1.9% | +5.8% | -3.9% | -0.3% |
| 30D | +17.8% | +19.6% | -1.9% | +9.4% |
| 3M | -37.0% | +67.0% | -104.0% | -51.2% |
| 6M | -37.7% | +88.4% | -126.0% | -56.5% |
| YTD | -51.4% | +155.5% | -206.9% | -72.7% |
| 1Y | -23.4% | +141.7% | -165.0% | -55.8% |
| 3Y | -30.8% | +131.1% | -161.9% | -61.1% |
| All | -55.4% | +44.7% | -100.1% | -70.7% |
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