-48.9%
TSLL vs CAH
+37.8%
-86.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +11.5% |
| 7D | -14.3% | +7.8% | -22.2% | -10.1% |
| 30D | -6.2% | +15.5% | -21.6% | +2.4% |
| 3M | +21.2% | +16.3% | +4.9% | +33.1% |
| 6M | -36.6% | +50.0% | -86.6% | -21.7% |
| YTD | -47.8% | +34.7% | -82.5% | -33.1% |
| All | -48.9% | +37.8% | -86.7% | -35.2% |
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