-55.4%
TSLL vs RSG
+63.0%
-118.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -11.5% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +17.8% | +7.6% | +10.2% | +14.9% |
| 3M | -37.0% | +7.4% | -44.4% | -39.8% |
| 6M | -37.7% | -3.3% | -34.4% | -36.4% |
| YTD | -51.4% | +6.0% | -57.4% | -54.0% |
| 1Y | -23.4% | -3.7% | -19.7% | -21.9% |
| 3Y | -30.8% | +59.1% | -89.9% | -50.4% |
| All | -55.4% | +63.0% | -118.5% | -67.8% |
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