-24.9%
TSLL vs ROL
+6.1%
-30.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.0% | -22.9% | -22.0% |
| 7D | -28.9% | +11.7% | -40.6% | -29.7% |
| 30D | -21.4% | +27.7% | -49.1% | -24.0% |
| 3M | +5.0% | +3.7% | +1.3% | +5.5% |
| 6M | -36.6% | -27.8% | -8.8% | -31.2% |
| YTD | -56.6% | -34.7% | -22.0% | -51.9% |
| 1Y | -60.9% | -34.1% | -26.8% | -56.7% |
| All | -24.9% | +6.1% | -30.9% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling