-54.3%
TSLL vs RRC
+31.6%
-85.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.6% | +8.8% |
| 7D | -21.2% | -10.8% | -10.4% | -20.8% |
| 30D | -13.3% | +22.3% | -35.6% | -9.4% |
| 3M | +15.4% | +26.6% | -11.2% | +21.5% |
| 6M | -34.2% | +18.9% | -53.2% | -30.6% |
| YTD | -52.9% | +39.2% | -92.1% | -51.6% |
| 1Y | -54.3% | +34.0% | -88.3% | -51.2% |
| All | -54.3% | +31.6% | -85.9% | -51.2% |
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