-60.3%
TSLL vs RTX
+129.4%
-189.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.3% | -18.6% | -20.1% |
| 7D | -28.9% | -3.8% | -25.1% | -27.0% |
| 30D | -21.4% | +4.7% | -26.1% | -23.1% |
| 3M | +5.0% | -13.4% | +18.4% | +13.4% |
| 6M | -36.6% | +11.8% | -48.4% | -43.7% |
| YTD | -56.6% | +5.8% | -62.4% | -60.5% |
| 1Y | -60.9% | +11.9% | -72.8% | -65.7% |
| 3Y | -25.2% | +146.3% | -171.5% | -57.2% |
| All | -60.3% | +129.4% | -189.7% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling