-56.8%
TSLL vs RTX
+126.6%
-183.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.9% | +9.3% |
| 7D | -21.2% | -5.1% | -16.1% | -18.6% |
| 30D | -13.3% | +5.1% | -18.4% | -15.3% |
| 3M | +15.4% | -14.8% | +30.2% | +25.7% |
| 6M | -34.2% | +8.0% | -42.3% | -40.3% |
| YTD | -52.9% | +4.5% | -57.4% | -56.8% |
| 1Y | -54.3% | +9.8% | -64.2% | -59.5% |
| 3Y | -18.4% | +144.2% | -162.6% | -53.0% |
| All | -56.8% | +126.6% | -183.5% | -75.5% |
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