-46.0%
TSLL vs ROP
+10.4%
-56.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.9% | -10.3% | -4.6% |
| 7D | -9.4% | +11.7% | -21.1% | -4.9% |
| 30D | +1.6% | +35.5% | -33.9% | +16.1% |
| 3M | +29.4% | +25.6% | +3.8% | +43.7% |
| 6M | -20.1% | +39.3% | -59.4% | -0.2% |
| YTD | -44.5% | +11.6% | -56.1% | -30.3% |
| 1Y | -46.0% | +10.6% | -56.6% | -31.9% |
| All | -46.0% | +10.4% | -56.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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