-47.2%
TSLL vs CAH
+385.8%
-432.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.4% |
| 7D | +33.0% | +3.9% | +29.1% | +32.9% |
| 30D | +7.7% | +16.0% | -8.3% | +7.4% |
| 3M | +34.7% | +19.1% | +15.7% | +34.2% |
| 6M | -31.5% | +53.0% | -84.6% | -33.7% |
| YTD | -42.4% | +36.6% | -79.0% | -43.5% |
| 1Y | -39.7% | +37.4% | -77.1% | -41.0% |
| 3Y | +3.4% | +178.8% | -175.5% | -16.4% |
| All | -47.2% | +385.8% | -432.9% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling