-48.9%
TSLL vs ROL
+8.2%
-57.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | +2.7% | +20.6% | -17.9% | -2.9% |
| 3M | +26.3% | +4.5% | +21.8% | +24.6% |
| 6M | -37.2% | -26.5% | -10.7% | -29.8% |
| YTD | -44.2% | -34.8% | -9.4% | -35.1% |
| 1Y | -44.0% | -33.2% | -10.8% | -35.6% |
| 3Y | 0.0% | +4.5% | -4.4% | -11.9% |
| All | -48.9% | +8.2% | -57.1% | -57.8% |
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