-39.7%
TSLL vs ROL
-34.6%
-5.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.8% | +3.1% |
| 7D | +33.0% | -1.7% | +34.6% | +32.5% |
| 30D | +7.7% | +18.5% | -10.8% | +9.6% |
| 3M | +34.7% | +4.3% | +30.4% | +38.0% |
| 6M | -31.5% | -27.7% | -3.8% | -29.5% |
| YTD | -42.4% | -35.8% | -6.6% | -38.7% |
| 1Y | -39.7% | -34.1% | -5.6% | -36.0% |
| All | -39.7% | -34.6% | -5.0% | -36.0% |
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