+12.8%
CRM vs TSLL
-28.0%
+40.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.9% | -11.8% | -4.5% |
| 7D | -3.5% | +5.8% | -9.3% | -4.0% |
| 30D | +29.3% | +21.7% | +7.6% | +27.1% |
| 3M | +36.8% | -28.2% | +65.0% | +38.5% |
| 6M | +23.9% | -29.5% | +53.3% | +24.3% |
| YTD | -5.5% | -47.5% | +42.1% | -3.0% |
| 1Y | -0.4% | -20.8% | +20.4% | -2.4% |
| 3Y | +12.8% | -26.7% | +39.5% | +3.7% |
| All | +12.8% | -28.0% | +40.7% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling