-55.4%
TSLL vs RRX
+24.5%
-79.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -12.0% |
| 7D | +1.9% | +3.4% | -1.6% | -0.5% |
| 30D | +17.8% | -11.1% | +28.9% | +28.3% |
| 3M | -37.0% | -23.7% | -13.3% | -23.4% |
| 6M | -37.7% | -22.0% | -15.7% | -27.8% |
| YTD | -51.4% | +16.5% | -67.8% | -60.9% |
| 1Y | -23.4% | +11.5% | -34.9% | -37.1% |
| 3Y | -30.8% | +1.5% | -32.3% | -38.5% |
| All | -55.4% | +24.5% | -79.9% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling