-55.4%
TSLL vs ROIV
+793.4%
-848.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.4% | -12.4% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | +17.8% | +1.0% | +16.8% | +17.1% |
| 3M | -37.0% | +18.3% | -55.3% | -41.0% |
| 6M | -37.7% | +18.3% | -56.0% | -41.7% |
| YTD | -51.4% | +61.0% | -112.3% | -59.6% |
| 1Y | -23.4% | +177.9% | -201.2% | -47.9% |
| 3Y | -30.8% | +199.1% | -229.8% | -55.0% |
| All | -55.4% | +793.4% | -848.8% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling