-26.7%
TSLL vs ROK
+48.7%
-75.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +8.9% | +9.1% |
| 7D | +5.8% | +2.8% | +3.0% | +2.3% |
| 30D | +21.7% | -2.4% | +24.1% | +24.5% |
| 3M | -28.2% | -4.7% | -23.5% | -24.3% |
| 6M | -29.5% | +16.8% | -46.2% | -41.4% |
| YTD | -47.5% | +11.4% | -58.9% | -54.8% |
| 1Y | -20.8% | +26.2% | -47.0% | -40.6% |
| 3Y | -26.7% | +51.9% | -78.6% | -57.9% |
| All | -26.7% | +48.7% | -75.4% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling