-60.9%
TSLL vs CDW
+13.6%
-74.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.1% | -15.8% | -21.1% |
| 7D | -28.9% | -4.1% | -24.8% | -28.1% |
| 30D | -21.4% | +16.7% | -38.2% | -22.6% |
| 3M | +5.0% | +13.6% | -8.6% | +3.7% |
| 6M | -36.6% | +17.0% | -53.6% | -36.4% |
| YTD | -56.6% | +18.1% | -74.8% | -55.5% |
| 1Y | -60.9% | +10.5% | -71.3% | -59.1% |
| All | -60.9% | +13.6% | -74.5% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling