-52.1%
TSLL vs RSG
+81.2%
-133.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -14.3% | +0.3% | -14.6% | -14.5% |
| 30D | -6.2% | +13.8% | -19.9% | -10.2% |
| 3M | +21.2% | +15.4% | +5.8% | +15.3% |
| 6M | -36.6% | +24.1% | -60.7% | -43.3% |
| YTD | -47.8% | +17.8% | -65.6% | -52.4% |
| 1Y | -45.2% | +21.5% | -66.7% | -51.5% |
| 3Y | -3.3% | +63.3% | -66.6% | -29.1% |
| All | -52.1% | +81.2% | -133.4% | -66.7% |
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