-23.4%
TSLL vs ROK
+29.3%
-52.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -13.1% |
| 7D | +1.9% | +0.7% | +1.2% | +1.0% |
| 30D | +17.8% | -3.3% | +21.1% | +21.3% |
| 3M | -37.0% | -5.9% | -31.1% | -32.8% |
| 6M | -37.7% | +13.9% | -51.5% | -44.0% |
| YTD | -51.4% | +12.6% | -63.9% | -57.7% |
| 1Y | -23.4% | +28.6% | -52.0% | -43.7% |
| All | -23.4% | +29.3% | -52.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling