-49.1%
TSLL vs ROL
+9.4%
-58.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.3% |
| 7D | +17.8% | +3.0% | +14.9% | +17.0% |
| 30D | +8.2% | +19.8% | -11.5% | +2.6% |
| 3M | +20.9% | +7.9% | +13.0% | +18.0% |
| 6M | -37.5% | -25.6% | -11.9% | -30.4% |
| YTD | -44.5% | -34.1% | -10.4% | -35.6% |
| 1Y | -33.0% | -31.4% | -1.6% | -23.8% |
| 3Y | -6.4% | +4.7% | -11.0% | -17.4% |
| All | -49.1% | +9.4% | -58.5% | -58.2% |
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