-56.8%
TSLL vs RRC
+64.6%
-121.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.6% | +10.2% |
| 7D | -21.2% | -10.8% | -10.4% | -15.9% |
| 30D | -13.3% | +22.3% | -35.6% | -22.1% |
| 3M | +15.4% | +26.6% | -11.2% | +1.3% |
| 6M | -34.2% | +18.9% | -53.2% | -41.3% |
| YTD | -52.9% | +39.2% | -92.1% | -62.8% |
| 1Y | -54.3% | +34.0% | -88.3% | -63.3% |
| 3Y | -18.4% | +42.0% | -60.4% | -35.5% |
| All | -56.8% | +64.6% | -121.4% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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