-6.4%
TSLL vs RRX
+64.5%
-70.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -1.9% |
| 7D | +17.8% | +4.3% | +13.5% | +14.2% |
| 30D | +8.2% | +12.3% | -4.1% | -0.5% |
| 3M | +20.9% | +3.7% | +17.2% | +18.2% |
| 6M | -37.5% | -13.9% | -23.6% | -29.6% |
| YTD | -44.5% | +26.5% | -71.0% | -60.0% |
| 1Y | -33.0% | +29.3% | -62.3% | -53.5% |
| 3Y | -6.4% | +65.6% | -71.9% | -39.7% |
| All | -6.4% | +64.5% | -70.9% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling