-33.0%
TSLL vs ROP
+6.9%
-39.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -3.5% |
| 7D | +17.8% | +0.7% | +17.1% | +18.3% |
| 30D | +8.2% | +28.8% | -20.5% | +21.8% |
| 3M | +20.9% | +21.1% | -0.2% | +32.5% |
| 6M | -37.5% | +52.5% | -90.0% | -22.3% |
| YTD | -44.5% | +8.9% | -53.4% | -32.8% |
| 1Y | -33.0% | +8.2% | -41.2% | -18.1% |
| All | -33.0% | +6.9% | -39.8% | -18.1% |
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