-46.0%
TSLL vs ROL
-34.1%
-11.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.8% | -9.1% | -6.0% |
| 7D | -9.4% | +14.6% | -24.0% | -8.2% |
| 30D | +1.6% | +29.3% | -27.7% | +3.2% |
| 3M | +29.4% | +2.0% | +27.4% | +33.0% |
| 6M | -20.1% | -28.5% | +8.4% | -16.8% |
| YTD | -44.5% | -35.3% | -9.2% | -40.9% |
| 1Y | -46.0% | -34.7% | -11.3% | -43.4% |
| All | -46.0% | -34.1% | -11.9% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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