-18.4%
TSLL vs ROP
-3.5%
-14.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.6% | +9.9% |
| 7D | -21.2% | +2.1% | -23.4% | -22.2% |
| 30D | -13.3% | +32.9% | -46.2% | -25.6% |
| 3M | +15.4% | +20.3% | -4.9% | +5.0% |
| 6M | -34.2% | +36.8% | -71.0% | -47.2% |
| YTD | -52.9% | +8.1% | -61.0% | -49.5% |
| 1Y | -54.3% | +8.3% | -62.6% | -51.4% |
| 3Y | -18.4% | -3.2% | -15.1% | +29.3% |
| All | -18.4% | -3.5% | -14.8% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling