-52.1%
TSLL vs ROST
+191.1%
-243.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.4% | +8.6% |
| 7D | -14.3% | +2.8% | -17.1% | -16.1% |
| 30D | -6.2% | +6.6% | -12.7% | -11.7% |
| 3M | +21.2% | -7.0% | +28.2% | +28.9% |
| 6M | -36.6% | +5.4% | -41.9% | -41.1% |
| YTD | -47.8% | +32.4% | -80.1% | -61.9% |
| 1Y | -45.2% | +48.4% | -93.6% | -65.0% |
| 3Y | -3.3% | +99.5% | -102.7% | -53.0% |
| All | -52.1% | +191.1% | -243.2% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling