+34.2%
CRWV vs TSLL
-26.9%
+61.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.9% | +3.8% | +9.8% |
| 7D | +22.0% | +5.8% | +16.2% | +19.7% |
| 30D | +10.1% | +21.7% | -11.6% | +3.4% |
| 3M | -2.5% | -28.2% | +25.7% | -0.6% |
| All | +34.2% | -26.9% | +61.1% | +36.7% |
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 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