-18.4%
TSLL vs ROST
+95.7%
-114.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +10.3% |
| 7D | -21.2% | +1.2% | -22.4% | -21.9% |
| 30D | -13.3% | +2.5% | -15.8% | -15.7% |
| 3M | +15.4% | -9.0% | +24.3% | +25.6% |
| 6M | -34.2% | +1.3% | -35.6% | -36.8% |
| YTD | -52.9% | +29.1% | -82.0% | -66.2% |
| 1Y | -54.3% | +45.4% | -99.8% | -72.2% |
| 3Y | -18.4% | +94.9% | -113.2% | -61.4% |
| All | -18.4% | +95.7% | -114.1% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling