-56.8%
TSLL vs ROP
+14.4%
-71.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.6% | +10.3% |
| 7D | -21.2% | +2.1% | -23.4% | -22.5% |
| 30D | -13.3% | +32.9% | -46.2% | -28.7% |
| 3M | +15.4% | +20.3% | -4.9% | +1.7% |
| 6M | -34.2% | +36.8% | -71.0% | -50.3% |
| YTD | -52.9% | +8.1% | -61.0% | -53.6% |
| 1Y | -54.3% | +8.3% | -62.6% | -55.4% |
| 3Y | -18.4% | -3.2% | -15.1% | +1.9% |
| All | -56.8% | +14.4% | -71.2% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling