-52.0%
TSLL vs RDW
+221.3%
-273.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +1.2% |
| 7D | +5.1% | +3.6% | +1.5% | +4.0% |
| 30D | +20.0% | -18.4% | +38.4% | +27.4% |
| 3M | -23.8% | -32.1% | +8.3% | -16.0% |
| 6M | -30.3% | +10.9% | -41.2% | -36.8% |
| YTD | -47.7% | +40.8% | -88.4% | -58.4% |
| 1Y | -21.2% | +31.1% | -52.3% | -38.9% |
| 3Y | -26.9% | +245.2% | -272.0% | -62.8% |
| All | -52.0% | +221.3% | -273.4% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling