-48.9%
TSLL vs RVTY
+4.1%
-53.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.2% |
| 7D | +0.5% | -0.7% | +1.2% | +2.1% |
| 30D | +2.7% | +1.7% | +0.9% | +1.9% |
| 3M | +26.3% | +36.8% | -10.5% | 0.0% |
| 6M | -37.2% | +60.1% | -97.3% | -56.8% |
| YTD | -44.2% | +64.0% | -108.2% | -63.0% |
| 1Y | -44.0% | +68.2% | -112.2% | -64.0% |
| 3Y | 0.0% | +88.8% | -88.8% | -41.0% |
| All | -48.9% | +4.1% | -53.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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