-55.4%
TSLL vs RMD
+0.6%
-56.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.7% |
| 7D | +1.9% | -5.0% | +6.9% | +4.1% |
| 30D | +17.8% | +2.2% | +15.5% | +16.6% |
| 3M | -37.0% | +17.8% | -54.9% | -41.7% |
| 6M | -37.7% | -11.3% | -26.3% | -34.5% |
| YTD | -51.4% | -4.4% | -46.9% | -51.1% |
| 1Y | -23.4% | -15.7% | -7.6% | -18.1% |
| 3Y | -30.8% | +47.7% | -78.5% | -43.2% |
| All | -55.4% | +0.6% | -56.0% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling