-55.4%
TSLL vs RVMD
+763.9%
-819.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.7% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | +17.8% | +6.4% | +11.3% | +15.0% |
| 3M | -37.0% | +34.9% | -71.9% | -43.6% |
| 6M | -37.7% | +107.6% | -145.2% | -53.6% |
| YTD | -51.4% | +163.7% | -215.0% | -68.0% |
| 1Y | -23.4% | +439.2% | -462.6% | -62.5% |
| 3Y | -30.8% | +499.2% | -530.0% | -67.8% |
| All | -55.4% | +763.9% | -819.4% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling