+31.9%
CRM vs TSLL
-35.0%
+67.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.1% |
| 7D | +2.0% | +17.8% | -15.9% | +2.0% |
| 30D | -7.7% | +8.2% | -15.9% | -7.6% |
| 3M | +8.4% | +20.9% | -12.5% | +8.5% |
| 6M | +31.9% | -37.5% | +69.4% | +23.2% |
| All | +31.9% | -35.0% | +67.0% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling