-52.1%
TSLL vs RTX
+134.7%
-186.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +8.9% |
| 7D | -14.3% | -3.2% | -11.1% | -12.3% |
| 30D | -6.2% | +5.6% | -11.7% | -8.5% |
| 3M | +21.2% | -11.7% | +32.9% | +29.6% |
| 6M | -36.6% | +12.3% | -48.9% | -43.6% |
| YTD | -47.8% | +8.2% | -56.0% | -52.9% |
| 1Y | -45.2% | +12.6% | -57.8% | -51.9% |
| 3Y | -3.3% | +152.8% | -156.1% | -45.3% |
| All | -52.1% | +134.7% | -186.9% | -73.4% |
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