-36.6%
TSLL vs RVTY
+69.3%
-105.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.4% | -16.5% | -20.2% |
| 7D | -28.9% | -9.0% | -19.9% | -26.6% |
| 30D | -21.4% | -1.6% | -19.9% | -20.1% |
| 3M | +5.0% | +31.2% | -26.2% | +0.8% |
| 6M | -36.6% | +63.6% | -100.2% | -43.1% |
| All | -36.6% | +69.3% | -105.9% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling