-5.4%
TSLL vs ROK
+61.6%
-67.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -1.4% |
| 7D | -11.0% | -11.0% | 0.0% | +3.4% |
| 30D | -5.3% | -8.2% | +2.9% | +6.4% |
| 3M | +20.8% | -8.5% | +29.3% | +35.9% |
| 6M | -36.0% | -12.0% | -24.0% | -24.0% |
| YTD | -47.3% | +3.1% | -50.4% | -49.6% |
| 1Y | -48.4% | +2.9% | -51.3% | -50.2% |
| 3Y | -5.4% | +60.7% | -66.1% | -40.4% |
| All | -5.4% | +61.6% | -67.0% | -40.4% |
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