-48.9%
TSLL vs ROST
+196.4%
-245.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +4.9% |
| 7D | +0.5% | -1.8% | +2.3% | +3.2% |
| 30D | +2.7% | +6.8% | -4.2% | -3.5% |
| 3M | +26.3% | -4.0% | +30.3% | +30.5% |
| 6M | -37.2% | +12.9% | -50.1% | -45.2% |
| YTD | -44.2% | +34.7% | -79.0% | -60.0% |
| 1Y | -44.0% | +49.5% | -93.5% | -64.4% |
| 3Y | 0.0% | +101.5% | -101.4% | -51.8% |
| All | -48.9% | +196.4% | -245.3% | -83.9% |
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