-5.9%
TSLL vs CAH
+176.9%
-182.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.5% | +5.8% |
| 7D | +0.5% | +5.9% | -5.4% | +1.2% |
| 30D | +2.7% | +16.5% | -13.9% | +4.2% |
| 3M | +26.3% | +15.7% | +10.5% | +28.3% |
| 6M | -37.2% | +52.7% | -89.9% | -36.3% |
| YTD | -44.2% | +36.3% | -80.5% | -43.1% |
| 1Y | -44.0% | +36.7% | -80.7% | -42.8% |
| All | -5.9% | +176.9% | -182.8% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling