-24.9%
TSLL vs RMD
+60.1%
-85.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.7% |
| 7D | -28.9% | -5.3% | -23.5% | -27.7% |
| 30D | -21.4% | +8.4% | -29.9% | -23.9% |
| 3M | +5.0% | +7.1% | -2.1% | +1.8% |
| 6M | -36.6% | +15.8% | -52.4% | -40.6% |
| YTD | -56.6% | +0.2% | -56.8% | -57.2% |
| 1Y | -60.9% | -1.4% | -59.5% | -61.2% |
| All | -24.9% | +60.1% | -85.0% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling