+37.0%
TSLL vs RDDT
+211.6%
-174.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | +5.1% | -7.4% | +12.5% | +8.6% |
| 30D | +20.0% | -7.7% | +27.7% | +22.7% |
| 3M | -23.8% | -17.8% | -6.0% | -19.8% |
| 6M | -30.3% | +5.5% | -35.7% | -36.3% |
| YTD | -47.7% | -36.3% | -11.4% | -40.6% |
| 1Y | -21.2% | -39.0% | +17.8% | -11.0% |
| All | +37.0% | +211.6% | -174.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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