-46.0%
TSLL vs RVMD
+244.4%
-290.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.8% | -9.1% | -6.8% |
| 7D | -9.4% | +5.8% | -15.3% | -10.4% |
| 30D | +1.6% | -3.8% | +5.4% | +2.1% |
| 3M | +29.4% | +3.2% | +26.2% | +28.0% |
| 6M | -20.1% | +35.0% | -55.2% | -25.2% |
| YTD | -44.5% | +150.7% | -195.2% | -52.2% |
| 1Y | -46.0% | +241.0% | -287.0% | -69.4% |
| All | -46.0% | +244.4% | -290.4% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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