-55.4%
TSLL vs RY
+147.4%
-202.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -10.5% |
| 7D | +1.9% | +3.1% | -1.2% | -3.4% |
| 30D | +17.8% | -0.3% | +18.1% | +18.0% |
| 3M | -37.0% | +8.7% | -45.7% | -45.1% |
| 6M | -37.7% | +28.5% | -66.2% | -60.1% |
| YTD | -51.4% | +25.1% | -76.5% | -67.2% |
| 1Y | -23.4% | +46.3% | -69.7% | -60.9% |
| 3Y | -30.8% | +154.9% | -185.7% | -84.5% |
| All | -55.4% | +147.4% | -202.8% | -89.5% |
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