-58.2%
CRWV vs TSLL
-48.4%
-9.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.3% | -3.6% | -8.0% |
| 7D | -24.3% | -9.4% | -14.8% | -21.9% |
| 30D | -44.6% | +1.6% | -46.2% | -44.7% |
| 3M | -47.3% | +29.4% | -76.7% | -51.9% |
| 6M | -61.4% | -20.1% | -41.3% | -62.2% |
| YTD | -32.4% | -44.5% | +12.1% | -28.4% |
| 1Y | -58.2% | -46.0% | -12.2% | -56.2% |
| All | -58.2% | -48.4% | -9.8% | -56.2% |
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 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