-48.4%
TSLL vs ROL
-32.6%
-15.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -11.0% | +3.4% | -14.4% | -10.6% |
| 30D | -5.3% | +20.8% | -26.0% | -3.4% |
| 3M | +20.8% | +3.7% | +17.1% | +24.3% |
| 6M | -36.0% | -27.7% | -8.3% | -34.1% |
| YTD | -47.3% | -34.9% | -12.4% | -44.0% |
| 1Y | -48.4% | -33.3% | -15.1% | -45.4% |
| All | -48.4% | -32.6% | -15.8% | -45.4% |
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