-52.1%
TSLL vs CAH
+379.0%
-431.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +10.9% |
| 7D | -14.3% | +7.8% | -22.2% | -14.4% |
| 30D | -6.2% | +15.5% | -21.6% | -6.4% |
| 3M | +21.2% | +16.3% | +4.9% | +20.8% |
| 6M | -36.6% | +50.0% | -86.6% | -38.6% |
| YTD | -47.8% | +34.7% | -82.5% | -48.8% |
| 1Y | -45.2% | +35.9% | -81.2% | -46.5% |
| 3Y | -3.3% | +178.5% | -181.7% | -22.0% |
| All | -52.1% | +379.0% | -431.2% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling