-56.8%
TSLL vs CAH
+374.6%
-431.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.2% | +8.6% |
| 7D | -21.2% | +8.5% | -29.7% | -21.3% |
| 30D | -13.3% | +17.0% | -30.3% | -13.6% |
| 3M | +15.4% | +14.6% | +0.8% | +15.1% |
| 6M | -34.2% | +42.5% | -76.8% | -35.9% |
| YTD | -52.9% | +33.5% | -86.4% | -53.8% |
| 1Y | -54.3% | +38.5% | -92.9% | -55.7% |
| 3Y | -18.4% | +179.0% | -197.4% | -34.5% |
| All | -56.8% | +374.6% | -431.4% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling