-23.4%
TSLL vs RDW
+32.4%
-55.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.7% |
| 7D | -7.3% | +4.8% | -12.1% | -8.4% |
| 30D | +15.8% | -19.5% | +35.3% | +21.5% |
| 3M | -19.5% | -26.9% | +7.4% | -15.4% |
| 6M | -32.1% | +17.8% | -49.8% | -35.2% |
| YTD | -48.9% | +43.0% | -91.9% | -52.9% |
| 1Y | -23.4% | +32.1% | -55.5% | -27.9% |
| All | -23.4% | +32.4% | -55.8% | -27.9% |
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