-44.0%
TSLL vs RRC
+38.2%
-82.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.7% |
| 7D | +0.5% | -0.5% | +0.9% | +0.6% |
| 30D | +2.7% | +25.2% | -22.5% | +5.5% |
| 3M | +26.3% | +27.8% | -1.5% | +29.8% |
| 6M | -37.2% | +27.2% | -64.4% | -34.2% |
| YTD | -44.2% | +48.2% | -92.4% | -44.0% |
| 1Y | -44.0% | +34.7% | -78.7% | -36.8% |
| All | -44.0% | +38.2% | -82.1% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling