-20.8%
TSLL vs RRX
+13.4%
-34.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.3% | +7.6% |
| 7D | +5.8% | +4.3% | +1.5% | +3.9% |
| 30D | +21.7% | -8.0% | +29.7% | +26.2% |
| 3M | -28.2% | -22.0% | -6.2% | -19.9% |
| 6M | -29.5% | -11.9% | -17.6% | -25.3% |
| YTD | -47.5% | +17.1% | -64.6% | -47.9% |
| 1Y | -20.8% | +14.9% | -35.7% | -16.3% |
| All | -20.8% | +13.4% | -34.1% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling