+1.0%
CRM vs TSLL
-24.7%
+25.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.4% |
| 7D | -8.1% | -7.3% | -0.8% | -7.8% |
| 30D | +23.1% | +15.8% | +7.3% | +22.2% |
| 3M | +42.5% | -19.5% | +62.0% | +42.3% |
| 6M | +25.3% | -32.1% | +57.4% | +24.4% |
| YTD | -7.8% | -48.9% | +41.1% | -6.6% |
| 1Y | +1.0% | -23.4% | +24.4% | -1.4% |
| All | +1.0% | -24.7% | +25.7% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling