+5.0%
TSLL vs ROST
-6.4%
+11.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.3% | -17.6% | -20.3% |
| 7D | -28.9% | +1.3% | -30.1% | -26.8% |
| 30D | -21.4% | +4.9% | -26.4% | -20.1% |
| 3M | +5.0% | -6.9% | +11.9% | +14.6% |
| All | +5.0% | -6.4% | +11.4% | +14.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling