-55.4%
TSLL vs ROST
+182.8%
-238.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.4% |
| 7D | +1.9% | +0.9% | +1.0% | +1.1% |
| 30D | +17.8% | -8.9% | +26.7% | +28.5% |
| 3M | -37.0% | -0.8% | -36.2% | -36.8% |
| 6M | -37.7% | +8.5% | -46.2% | -43.6% |
| YTD | -51.4% | +28.6% | -80.0% | -63.4% |
| 1Y | -23.4% | +52.3% | -75.7% | -52.4% |
| 3Y | -30.8% | +94.8% | -125.6% | -65.4% |
| All | -55.4% | +182.8% | -238.3% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling