-20.1%
TSLL vs CDW
+25.5%
-45.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +12.7% | -19.0% | -6.8% |
| 7D | -9.4% | +3.7% | -13.2% | -9.2% |
| 30D | +1.6% | +26.0% | -24.4% | -0.3% |
| 3M | +29.4% | +10.1% | +19.3% | +27.1% |
| 6M | -20.1% | +26.1% | -46.2% | -18.9% |
| All | -20.1% | +25.5% | -45.6% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling