-54.3%
TSLL vs ROK
-0.6%
-53.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +10.0% |
| 7D | -21.2% | -13.8% | -7.4% | -6.8% |
| 30D | -13.3% | -14.9% | +1.6% | +3.9% |
| 3M | +15.4% | -14.7% | +30.1% | +37.7% |
| 6M | -34.2% | -17.7% | -16.6% | -18.1% |
| YTD | -52.9% | -2.5% | -50.4% | -51.7% |
| 1Y | -54.3% | +2.3% | -56.6% | -57.8% |
| All | -54.3% | -0.6% | -53.7% | -57.8% |
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