-5.4%
TSLL vs ROST
+100.4%
-105.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.1% |
| 7D | -11.0% | +3.2% | -14.2% | -13.2% |
| 30D | -5.3% | +7.4% | -12.7% | -11.7% |
| 3M | +20.8% | -6.1% | +26.9% | +27.9% |
| 6M | -36.0% | +6.2% | -42.2% | -41.2% |
| YTD | -47.3% | +33.4% | -80.7% | -63.2% |
| 1Y | -48.4% | +48.8% | -97.2% | -69.0% |
| 3Y | -5.4% | +99.5% | -105.0% | -55.2% |
| All | -5.4% | +100.4% | -105.8% | -55.2% |
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