-51.9%
TSLL vs RRX
+25.1%
-77.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.3% | +7.5% |
| 7D | +5.8% | +4.3% | +1.5% | +2.6% |
| 30D | +21.7% | -8.0% | +29.7% | +29.3% |
| 3M | -28.2% | -22.0% | -6.2% | -14.5% |
| 6M | -29.5% | -11.9% | -17.6% | -25.5% |
| YTD | -47.5% | +17.1% | -64.6% | -57.9% |
| 1Y | -20.8% | +14.9% | -35.7% | -36.6% |
| 3Y | -26.7% | +6.9% | -33.6% | -37.4% |
| All | -51.9% | +25.1% | -77.1% | -64.9% |
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