-56.8%
TSLL vs ROL
+6.2%
-63.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.7% | +9.1% |
| 7D | -21.2% | +9.5% | -30.7% | -23.3% |
| 30D | -13.3% | +22.9% | -36.2% | -18.7% |
| 3M | +15.4% | +3.5% | +11.8% | +14.0% |
| 6M | -34.2% | -29.4% | -4.8% | -25.6% |
| YTD | -52.9% | -36.1% | -16.9% | -45.0% |
| 1Y | -54.3% | -34.4% | -20.0% | -47.3% |
| 3Y | -18.4% | +4.0% | -22.4% | -28.4% |
| All | -56.8% | +6.2% | -63.1% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling