-54.3%
TSLL vs CAH
+38.8%
-93.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.2% | +9.5% |
| 7D | -21.2% | +8.5% | -29.7% | -17.0% |
| 30D | -13.3% | +17.0% | -30.3% | -4.5% |
| 3M | +15.4% | +14.6% | +0.8% | +26.0% |
| 6M | -34.2% | +42.5% | -76.8% | -19.5% |
| YTD | -52.9% | +33.5% | -86.4% | -39.5% |
| 1Y | -54.3% | +38.5% | -92.9% | -37.9% |
| All | -54.3% | +38.8% | -93.1% | -37.9% |
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