-60.3%
TSLL vs ROIV
+836.6%
-896.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.2% | -17.7% | -20.3% |
| 7D | -28.9% | -2.4% | -26.5% | -28.1% |
| 30D | -21.4% | +3.1% | -24.5% | -22.2% |
| 3M | +5.0% | +5.8% | -0.9% | +2.1% |
| 6M | -36.6% | +29.3% | -65.9% | -43.0% |
| YTD | -56.6% | +68.8% | -125.4% | -64.8% |
| 1Y | -60.9% | +81.0% | -141.9% | -69.0% |
| 3Y | -25.2% | +294.6% | -319.8% | -53.3% |
| All | -60.3% | +836.6% | -896.8% | -80.8% |
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