-23.4%
TSLL vs RTX
+28.8%
-52.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -11.9% |
| 7D | +1.9% | -5.2% | +7.1% | +1.7% |
| 30D | +17.8% | -9.4% | +27.1% | +17.4% |
| 3M | -37.0% | +12.3% | -49.3% | -40.5% |
| 6M | -37.7% | -3.1% | -34.5% | -35.8% |
| YTD | -51.4% | +10.7% | -62.0% | -54.7% |
| 1Y | -23.4% | +28.4% | -51.8% | -35.0% |
| All | -23.4% | +28.8% | -52.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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