-51.7%
TSLL vs ROL
+8.1%
-59.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -11.0% | +3.4% | -14.4% | -11.9% |
| 30D | -5.3% | +20.8% | -26.0% | -10.5% |
| 3M | +20.8% | +3.7% | +17.1% | +19.6% |
| 6M | -36.0% | -27.7% | -8.3% | -28.1% |
| YTD | -47.3% | -34.9% | -12.4% | -38.7% |
| 1Y | -48.4% | -33.3% | -15.1% | -40.7% |
| 3Y | -5.4% | +4.3% | -9.8% | -16.7% |
| All | -51.7% | +8.1% | -59.8% | -60.1% |
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