+122.8%
CRWV vs TSLL
-5.2%
+128.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -5.4% |
| 7D | +5.4% | -7.3% | +12.7% | +7.5% |
| 30D | -1.3% | +15.8% | -17.1% | -7.3% |
| 3M | -6.8% | -19.5% | +12.7% | -5.2% |
| 6M | +19.0% | -32.1% | +51.0% | +24.0% |
| YTD | +24.5% | -48.9% | +73.3% | +41.3% |
| 1Y | -23.9% | -23.4% | -0.5% | -28.2% |
| All | +122.8% | -5.2% | +128.0% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling