+38.0%
TSLL vs RDDT
+109.9%
-72.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.8% |
| 7D | -11.0% | +2.6% | -13.6% | -11.4% |
| 30D | -5.3% | -38.3% | +33.0% | +13.0% |
| 3M | +20.8% | -37.8% | +58.7% | +41.2% |
| 6M | -36.0% | -36.7% | +0.7% | -28.6% |
| YTD | -47.3% | -57.1% | +9.8% | -31.6% |
| 1Y | -48.4% | -51.7% | +3.2% | -37.5% |
| All | +38.0% | +109.9% | -72.0% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling