-56.8%
TSLL vs RSG
+81.3%
-138.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +8.9% |
| 7D | -21.2% | +1.2% | -22.4% | -21.6% |
| 30D | -13.3% | +14.2% | -27.5% | -17.1% |
| 3M | +15.4% | +18.2% | -2.8% | +9.0% |
| 6M | -34.2% | +24.4% | -58.6% | -41.3% |
| YTD | -52.9% | +17.9% | -70.8% | -57.0% |
| 1Y | -54.3% | +22.3% | -76.7% | -59.9% |
| 3Y | -18.4% | +65.1% | -83.5% | -40.7% |
| All | -56.8% | +81.3% | -138.1% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling