-56.8%
TSLL vs RMD
+3.6%
-60.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.7% | +10.3% | +9.3% |
| 7D | -21.2% | +2.3% | -23.5% | -22.1% |
| 30D | -13.3% | +4.1% | -17.4% | -15.2% |
| 3M | +15.4% | +5.7% | +9.7% | +11.8% |
| 6M | -34.2% | +12.9% | -47.1% | -38.6% |
| YTD | -52.9% | -1.5% | -51.4% | -53.6% |
| 1Y | -54.3% | -4.8% | -49.6% | -54.4% |
| 3Y | -18.4% | +57.5% | -75.9% | -35.5% |
| All | -56.8% | +3.6% | -60.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling