-18.4%
TSLL vs RRX
+63.4%
-81.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.5% | +3.2% | +4.3% |
| 7D | -21.2% | +7.5% | -28.7% | -25.4% |
| 30D | -13.3% | +3.0% | -16.3% | -14.8% |
| 3M | +15.4% | -5.3% | +20.7% | +20.8% |
| 6M | -34.2% | -26.6% | -7.6% | -17.3% |
| YTD | -52.9% | +21.2% | -74.1% | -64.9% |
| 1Y | -54.3% | +25.9% | -80.3% | -67.9% |
| 3Y | -18.4% | +71.7% | -90.1% | -47.4% |
| All | -18.4% | +63.4% | -81.8% | -47.4% |
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