-56.8%
TSLL vs RY
+137.8%
-194.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.3% | +9.9% | +11.0% |
| 7D | -21.2% | -0.9% | -20.3% | -19.5% |
| 30D | -13.3% | +5.9% | -19.2% | -21.6% |
| 3M | +15.4% | -4.3% | +19.7% | +24.8% |
| 6M | -34.2% | +12.1% | -46.4% | -46.1% |
| YTD | -52.9% | +20.3% | -73.2% | -65.8% |
| 1Y | -54.3% | +41.0% | -95.3% | -75.3% |
| 3Y | -18.4% | +157.5% | -175.9% | -81.7% |
| All | -56.8% | +137.8% | -194.6% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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