-56.8%
TSLL vs CDW
-6.2%
-50.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.5% | +9.3% |
| 7D | -21.2% | +2.1% | -23.3% | -22.8% |
| 30D | -13.3% | +14.7% | -28.0% | -23.2% |
| 3M | +15.4% | +11.1% | +4.3% | +3.6% |
| 6M | -34.2% | +45.6% | -79.8% | -55.9% |
| YTD | -52.9% | +17.1% | -70.0% | -64.3% |
| 1Y | -54.3% | +13.2% | -67.5% | -64.2% |
| 3Y | -18.4% | -22.2% | +3.8% | -1.4% |
| All | -56.8% | -6.2% | -50.7% | -60.7% |
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