-39.7%
TSLL vs RRX
+36.1%
-75.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +4.0% |
| 7D | +33.0% | +12.6% | +20.3% | +25.4% |
| 30D | +7.7% | +10.6% | -2.9% | +3.3% |
| 3M | +34.7% | +4.6% | +30.1% | +32.1% |
| 6M | -31.5% | -13.6% | -17.9% | -27.1% |
| YTD | -42.4% | +29.4% | -71.8% | -39.0% |
| 1Y | -39.7% | +31.9% | -71.6% | -37.1% |
| All | -39.7% | +36.1% | -75.8% | -37.1% |
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