-49.1%
TSLL vs ROST
+184.6%
-233.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -1.6% |
| 7D | +17.8% | +0.3% | +17.6% | +17.8% |
| 30D | +8.2% | +0.5% | +7.8% | +7.8% |
| 3M | +20.9% | -5.2% | +26.1% | +26.3% |
| 6M | -37.5% | +9.8% | -47.3% | -43.9% |
| YTD | -44.5% | +29.4% | -73.9% | -58.7% |
| 1Y | -33.0% | +44.4% | -77.3% | -56.1% |
| 3Y | -6.4% | +95.0% | -101.4% | -53.5% |
| All | -49.1% | +184.6% | -233.7% | -83.4% |
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