-52.1%
TSLL vs CDW
-1.6%
-50.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.8% | +6.1% | +7.3% |
| 7D | -14.3% | +9.3% | -23.6% | -20.0% |
| 30D | -6.2% | +15.8% | -21.9% | -17.1% |
| 3M | +21.2% | +21.8% | -0.6% | +1.9% |
| 6M | -36.6% | +58.8% | -95.4% | -60.1% |
| YTD | -47.8% | +22.8% | -70.5% | -61.7% |
| 1Y | -45.2% | +17.9% | -63.1% | -58.1% |
| 3Y | -3.3% | -17.4% | +14.2% | +11.6% |
| All | -52.1% | -1.6% | -50.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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