-48.9%
TSLL vs CDW
+16.9%
-65.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.8% | +6.1% | +10.2% |
| 7D | -14.3% | +9.3% | -23.6% | -14.7% |
| 30D | -6.2% | +15.8% | -21.9% | -7.4% |
| 3M | +21.2% | +21.8% | -0.6% | +19.2% |
| 6M | -36.6% | +58.8% | -95.4% | -36.2% |
| YTD | -47.8% | +22.8% | -70.5% | -46.7% |
| All | -48.9% | +16.9% | -65.8% | -48.2% |
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