-6.4%
TSLL vs RDW
+216.8%
-223.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.5% |
| 7D | +17.8% | +7.2% | +10.6% | +15.3% |
| 30D | +8.2% | -10.3% | +18.6% | +12.4% |
| 3M | +20.9% | -41.4% | +62.3% | +42.5% |
| 6M | -37.5% | -32.5% | -5.0% | -32.5% |
| YTD | -44.5% | +1.7% | -46.2% | -51.5% |
| 1Y | -33.0% | +39.0% | -72.0% | -48.4% |
| 3Y | -6.4% | +214.2% | -220.6% | -47.0% |
| All | -6.4% | +216.8% | -223.2% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling