-56.8%
TSLL vs ROIV
+894.4%
-951.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.2% | +2.5% | +6.3% |
| 7D | -21.2% | +5.3% | -26.6% | -22.6% |
| 30D | -13.3% | +11.9% | -25.2% | -16.7% |
| 3M | +15.4% | +10.7% | +4.7% | +10.4% |
| 6M | -34.2% | +34.9% | -69.1% | -41.8% |
| YTD | -52.9% | +79.2% | -132.1% | -62.6% |
| 1Y | -54.3% | +89.0% | -143.4% | -64.4% |
| 3Y | -18.4% | +337.3% | -355.7% | -50.4% |
| All | -56.8% | +894.4% | -951.2% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling