-47.2%
TSLL vs RTX
+137.2%
-184.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.8% | +4.2% |
| 7D | +33.0% | +3.4% | +29.6% | +30.6% |
| 30D | +7.7% | +8.4% | -0.7% | +3.5% |
| 3M | +34.7% | -10.7% | +45.4% | +43.1% |
| 6M | -31.5% | +11.7% | -43.2% | -38.8% |
| YTD | -42.4% | +9.3% | -51.7% | -48.4% |
| 1Y | -39.7% | +13.3% | -53.0% | -47.2% |
| 3Y | +3.4% | +156.1% | -152.7% | -42.0% |
| All | -47.2% | +137.2% | -184.4% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling