-46.0%
TSLL vs RSG
+19.5%
-65.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.0% | -7.4% | -5.2% |
| 7D | -9.4% | +5.1% | -14.6% | -4.1% |
| 30D | +1.6% | +15.3% | -13.7% | +19.8% |
| 3M | +29.4% | +18.6% | +10.8% | +57.8% |
| 6M | -20.1% | +19.5% | -39.7% | +0.5% |
| YTD | -44.5% | +17.2% | -61.7% | -30.9% |
| 1Y | -46.0% | +19.6% | -65.6% | -29.5% |
| All | -46.0% | +19.5% | -65.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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