-6.4%
TSLL vs ROK
+63.3%
-69.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.2% |
| 7D | +17.8% | +7.1% | +10.8% | +9.2% |
| 30D | +8.2% | -5.0% | +13.2% | +16.9% |
| 3M | +20.9% | -9.4% | +30.3% | +37.8% |
| 6M | -37.5% | -11.0% | -26.5% | -26.7% |
| YTD | -44.5% | +4.4% | -48.9% | -47.7% |
| 1Y | -33.0% | +7.4% | -40.4% | -38.8% |
| 3Y | -6.4% | +61.0% | -67.3% | -40.5% |
| All | -6.4% | +63.3% | -69.7% | -40.5% |
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