-48.9%
TSLL vs ROK
+75.3%
-124.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.5% | +3.2% |
| 7D | +0.5% | -8.5% | +9.0% | +12.8% |
| 30D | +2.7% | -6.4% | +9.1% | +12.6% |
| 3M | +26.3% | -8.8% | +35.1% | +42.4% |
| 6M | -37.2% | -10.5% | -26.7% | -27.0% |
| YTD | -44.2% | +5.4% | -49.6% | -47.7% |
| 1Y | -44.0% | +5.0% | -48.9% | -46.8% |
| 3Y | 0.0% | +64.3% | -64.3% | -43.2% |
| All | -48.9% | +75.3% | -124.2% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling