-48.9%
TSLL vs RRX
+40.0%
-88.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +4.6% |
| 7D | +0.5% | +5.4% | -4.9% | -2.0% |
| 30D | +2.7% | +12.0% | -9.3% | -4.9% |
| 3M | +26.3% | +6.1% | +20.1% | +21.5% |
| 6M | -37.2% | -13.2% | -24.0% | -30.1% |
| YTD | -44.2% | +31.0% | -75.2% | -58.6% |
| 1Y | -44.0% | +38.8% | -82.7% | -61.0% |
| 3Y | 0.0% | +70.3% | -70.3% | -37.7% |
| All | -48.9% | +40.0% | -88.9% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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