+21.9%
CRM vs TSLL
-51.1%
+73.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +1.6% |
| 7D | -4.0% | +0.5% | -4.5% | -4.4% |
| 30D | -6.8% | +2.7% | -9.5% | -7.6% |
| 3M | +10.6% | +26.3% | -15.7% | +7.2% |
| 6M | +23.4% | -37.2% | +60.5% | +25.3% |
| YTD | -17.1% | -44.2% | +27.1% | -15.6% |
| 1Y | -10.1% | -44.0% | +33.9% | -8.9% |
| 3Y | +4.0% | 0.0% | +4.0% | -13.4% |
| All | +21.9% | -51.1% | +73.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling