-20.8%
TSLL vs RSG
-2.3%
-18.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.4% | +7.3% |
| 7D | +5.8% | -0.7% | +6.5% | +4.6% |
| 30D | +21.7% | +3.3% | +18.4% | +26.5% |
| 3M | -28.2% | +8.5% | -36.7% | -19.5% |
| 6M | -29.5% | -3.5% | -25.9% | -24.1% |
| YTD | -47.5% | +5.5% | -53.0% | -41.1% |
| 1Y | -20.8% | -1.7% | -19.1% | -11.6% |
| All | -20.8% | -2.3% | -18.5% | -11.6% |
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