-51.9%
TSLL vs RSG
+62.2%
-114.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.4% | +8.0% |
| 7D | +5.8% | -0.7% | +6.5% | +6.1% |
| 30D | +21.7% | +3.3% | +18.4% | +20.4% |
| 3M | -28.2% | +8.5% | -36.7% | -31.7% |
| 6M | -29.5% | -3.5% | -25.9% | -28.1% |
| YTD | -47.5% | +5.5% | -53.0% | -50.3% |
| 1Y | -20.8% | -1.7% | -19.1% | -21.0% |
| 3Y | -26.7% | +56.9% | -83.6% | -47.0% |
| All | -51.9% | +62.2% | -114.2% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling