-46.0%
TSLL vs ROST
+54.7%
-100.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.1% | -12.4% | -8.1% |
| 7D | -9.4% | +7.8% | -17.2% | -11.7% |
| 30D | +1.6% | +8.6% | -7.0% | -1.5% |
| 3M | +29.4% | -1.9% | +31.3% | +30.5% |
| 6M | -20.1% | +9.1% | -29.3% | -22.3% |
| YTD | -44.5% | +37.2% | -81.7% | -50.3% |
| 1Y | -46.0% | +52.7% | -98.7% | -51.6% |
| All | -46.0% | +54.7% | -100.7% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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