-10.8%
CRM vs TSLL
-42.8%
+32.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.3% |
| 7D | -2.2% | +33.0% | -35.1% | -3.0% |
| 30D | -8.6% | +7.7% | -16.3% | -8.9% |
| 3M | +12.7% | +34.7% | -22.0% | +11.4% |
| 6M | +27.6% | -31.5% | +59.1% | +27.0% |
| YTD | -17.3% | -42.4% | +25.1% | -17.6% |
| 1Y | -10.8% | -39.7% | +28.9% | -12.4% |
| All | -10.8% | -42.8% | +32.0% | -12.4% |
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