-46.0%
TSLL vs RDW
+9.7%
-55.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.9% | -1.4% | -5.1% |
| 7D | -9.4% | -14.3% | +4.9% | -6.0% |
| 30D | +1.6% | -26.0% | +27.5% | +9.2% |
| 3M | +29.4% | -27.4% | +56.8% | +39.1% |
| 6M | -20.1% | -10.6% | -9.5% | -17.8% |
| YTD | -44.5% | +1.6% | -46.1% | -45.0% |
| 1Y | -46.0% | +11.1% | -57.1% | -48.3% |
| All | -46.0% | +9.7% | -55.7% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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