-49.1%
TSLL vs RDW
+132.1%
-181.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +42.2% |
| 6M | -37.5% | -32.5% | -5.0% | -32.5% |
| YTD | -44.5% | +1.7% | -46.2% | -51.2% |
| 1Y | -33.0% | +39.0% | -72.0% | -47.8% |
| 3Y | -6.4% | +214.2% | -220.6% | -49.6% |
| All | -49.1% | +132.1% | -181.3% | -73.7% |
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