-55.4%
TSLL vs ROL
+0.4%
-55.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -12.0% |
| 7D | +1.9% | -1.4% | +3.3% | +2.3% |
| 30D | +17.8% | -4.1% | +21.8% | +19.3% |
| 3M | -37.0% | -22.5% | -14.5% | -31.0% |
| 6M | -37.7% | -37.7% | 0.0% | -26.5% |
| YTD | -51.4% | -39.6% | -11.8% | -42.2% |
| 1Y | -23.4% | -36.0% | +12.7% | -11.8% |
| 3Y | -30.8% | -5.1% | -25.6% | -37.0% |
| All | -55.4% | +0.4% | -55.8% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling