+19.4%
CRM vs TSLL
-53.8%
+73.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -3.9% | -11.0% | +7.1% | -3.3% |
| 30D | -6.8% | -5.3% | -1.5% | -6.9% |
| 3M | +8.3% | +20.8% | -12.5% | +5.4% |
| 6M | +17.9% | -36.0% | +53.9% | +19.4% |
| YTD | -18.9% | -47.3% | +28.4% | -16.9% |
| 1Y | -10.9% | -48.4% | +37.5% | -9.1% |
| 3Y | +1.8% | -5.4% | +7.3% | -14.8% |
| All | +19.4% | -53.8% | +73.2% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling