-6.8%
TSLL vs CAI
-11.3%
+4.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.5% | +3.8% |
| 7D | +33.0% | -8.0% | +40.9% | +35.1% |
| 30D | +7.7% | -18.9% | +26.6% | +13.8% |
| 3M | +34.7% | +7.6% | +27.1% | +36.9% |
| 6M | -31.5% | +43.0% | -74.5% | -32.8% |
| YTD | -42.4% | -11.2% | -31.2% | -42.1% |
| 1Y | -39.7% | -3.3% | -36.4% | -39.5% |
| All | -6.8% | -11.3% | +4.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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