-44.0%
TSLL vs RVMD
+190.1%
-234.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.4% | +12.2% | +7.3% |
| 7D | +0.5% | -9.5% | +10.0% | +3.2% |
| 30D | +2.7% | -6.8% | +9.5% | +4.8% |
| 3M | +26.3% | -12.1% | +38.4% | +29.9% |
| 6M | -37.2% | +25.4% | -62.5% | -39.7% |
| YTD | -44.2% | +126.9% | -171.1% | -50.5% |
| 1Y | -44.0% | +182.0% | -226.0% | -60.4% |
| All | -44.0% | +190.1% | -234.1% | -60.4% |
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