-36.4%
TSLL vs RDW
+261.1%
-297.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.6% | +1.2% | +5.9% |
| 7D | +5.8% | +9.5% | -3.7% | +3.0% |
| 30D | +21.7% | -17.4% | +39.1% | +28.7% |
| 3M | -28.2% | -39.5% | +11.3% | -18.4% |
| 6M | -29.5% | +31.3% | -60.8% | -39.3% |
| YTD | -47.5% | +47.8% | -95.3% | -58.9% |
| 1Y | -20.8% | +33.8% | -54.6% | -39.0% |
| All | -36.4% | +261.1% | -297.5% | -64.0% |
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