-23.4%
TSLL vs CAH
+65.8%
-89.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.3% | -12.1% |
| 7D | +1.9% | +5.4% | -3.5% | +4.6% |
| 30D | +17.8% | +3.3% | +14.4% | +19.8% |
| 3M | -37.0% | +22.8% | -59.8% | -29.8% |
| 6M | -37.7% | +11.3% | -48.9% | -32.5% |
| YTD | -51.4% | +21.1% | -72.5% | -44.6% |
| 1Y | -23.4% | +67.2% | -90.6% | -4.9% |
| All | -23.4% | +65.8% | -89.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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