-52.1%
TSLL vs ROIV
+940.2%
-992.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.6% | +6.3% | +9.1% |
| 7D | -14.3% | +13.3% | -27.6% | -18.0% |
| 30D | -6.2% | +14.8% | -20.9% | -10.6% |
| 3M | +21.2% | +11.9% | +9.3% | +15.6% |
| 6M | -36.6% | +42.4% | -79.0% | -44.9% |
| YTD | -47.8% | +87.4% | -135.2% | -59.2% |
| 1Y | -45.2% | +97.2% | -142.5% | -57.9% |
| 3Y | -3.3% | +375.7% | -378.9% | -42.5% |
| All | -52.1% | +940.2% | -992.3% | -77.7% |
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