-55.4%
TSLL vs RTX
+140.1%
-195.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -11.5% |
| 7D | +1.9% | -5.2% | +7.1% | +4.8% |
| 30D | +17.8% | -9.4% | +27.1% | +23.9% |
| 3M | -37.0% | +12.3% | -49.3% | -43.9% |
| 6M | -37.7% | -3.1% | -34.5% | -38.3% |
| YTD | -51.4% | +10.7% | -62.0% | -56.8% |
| 1Y | -23.4% | +28.4% | -51.8% | -39.2% |
| 3Y | -30.8% | +147.1% | -177.8% | -60.6% |
| All | -55.4% | +140.1% | -195.5% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling