-18.4%
TSLL vs RTX
+143.3%
-161.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.9% | +9.3% |
| 7D | -21.2% | -5.1% | -16.1% | -18.5% |
| 30D | -13.3% | +5.1% | -18.4% | -15.3% |
| 3M | +15.4% | -14.8% | +30.2% | +26.2% |
| 6M | -34.2% | +8.0% | -42.3% | -41.2% |
| YTD | -52.9% | +4.5% | -57.4% | -57.6% |
| 1Y | -54.3% | +9.8% | -64.2% | -60.7% |
| 3Y | -18.4% | +144.2% | -162.6% | -42.4% |
| All | -18.4% | +143.3% | -161.7% | -42.4% |
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