-55.4%
TSLL vs CDW
-8.9%
-46.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.8% | -11.0% |
| 7D | +1.9% | +3.2% | -1.3% | -0.2% |
| 30D | +17.8% | +9.3% | +8.5% | +9.8% |
| 3M | -37.0% | +9.8% | -46.8% | -42.2% |
| 6M | -37.7% | +23.3% | -61.0% | -53.7% |
| YTD | -51.4% | +13.7% | -65.0% | -61.3% |
| 1Y | -23.4% | -6.5% | -16.9% | -22.7% |
| 3Y | -30.8% | -25.2% | -5.5% | -11.0% |
| All | -55.4% | -8.9% | -46.5% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling