-6.4%
TSLL vs RTX
+156.3%
-162.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +17.8% | +4.8% | +13.1% | +14.8% |
| 30D | +8.2% | +6.5% | +1.8% | +5.0% |
| 3M | +20.9% | -9.6% | +30.5% | +27.9% |
| 6M | -37.5% | +12.3% | -49.8% | -45.2% |
| YTD | -44.5% | +9.5% | -54.0% | -51.3% |
| 1Y | -33.0% | +15.8% | -48.8% | -44.2% |
| 3Y | -6.4% | +157.0% | -163.4% | -33.4% |
| All | -6.4% | +156.3% | -162.7% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling