-55.4%
TSLL vs RDW
+216.2%
-271.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.4% | -12.3% |
| 7D | +1.9% | -3.1% | +5.0% | +2.8% |
| 30D | +17.8% | -1.8% | +19.5% | +17.7% |
| 3M | -37.0% | -50.9% | +13.9% | -23.7% |
| 6M | -37.7% | +13.5% | -51.1% | -44.1% |
| YTD | -51.4% | +38.6% | -89.9% | -61.2% |
| 1Y | -23.4% | +28.3% | -51.6% | -40.2% |
| 3Y | -30.8% | +217.2% | -247.9% | -63.9% |
| All | -55.4% | +216.2% | -271.7% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling