-23.4%
TSLL vs RMD
-14.6%
-8.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.8% |
| 7D | +1.9% | -5.0% | +6.9% | +2.1% |
| 30D | +17.8% | +2.2% | +15.5% | +17.8% |
| 3M | -37.0% | +17.8% | -54.9% | -35.9% |
| 6M | -37.7% | -11.3% | -26.3% | -35.9% |
| YTD | -51.4% | -4.4% | -46.9% | -50.1% |
| 1Y | -23.4% | -15.7% | -7.6% | -11.1% |
| All | -23.4% | -14.6% | -8.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling