-53.1%
TSLL vs RDW
+226.4%
-279.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.8% |
| 7D | -7.3% | +4.8% | -12.1% | -8.7% |
| 30D | +15.8% | -19.5% | +35.3% | +23.4% |
| 3M | -19.5% | -26.9% | +7.4% | -13.3% |
| 6M | -32.1% | +17.8% | -49.8% | -39.5% |
| YTD | -48.9% | +43.0% | -91.9% | -59.6% |
| 1Y | -23.4% | +32.1% | -55.5% | -40.7% |
| 3Y | -28.6% | +250.6% | -279.2% | -63.8% |
| All | -53.1% | +226.4% | -279.6% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling