-36.6%
TSLL vs ROL
-27.7%
-8.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.0% | -22.9% | -21.6% |
| 7D | -28.9% | +11.7% | -40.6% | -27.2% |
| 30D | -21.4% | +27.7% | -49.1% | -18.3% |
| 3M | +5.0% | +3.7% | +1.3% | +10.1% |
| 6M | -36.6% | -27.8% | -8.8% | -35.3% |
| All | -36.6% | -27.7% | -8.9% | -35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling