-55.4%
TSLL vs ROP
-2.5%
-52.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.6% | -8.3% | -9.3% |
| 7D | +1.9% | -4.4% | +6.3% | +5.6% |
| 30D | +17.8% | +3.2% | +14.5% | +15.9% |
| 3M | -37.0% | +23.1% | -60.1% | -48.4% |
| 6M | -37.7% | +13.3% | -51.0% | -46.0% |
| YTD | -51.4% | -7.9% | -43.5% | -46.3% |
| 1Y | -23.4% | -22.1% | -1.3% | +5.1% |
| 3Y | -30.8% | -16.8% | -14.0% | -3.7% |
| All | -55.4% | -2.5% | -52.9% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling