-56.8%
TSLL vs CAPR
+98.7%
-155.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.7% | +4.0% | +8.5% |
| 7D | -21.2% | +41.1% | -62.3% | -22.1% |
| 30D | -13.3% | +11.1% | -24.4% | -13.7% |
| 3M | +15.4% | +115.3% | -99.9% | +11.5% |
| 6M | -34.2% | -73.8% | +39.6% | -33.0% |
| YTD | -52.9% | -68.8% | +15.9% | -52.5% |
| 1Y | -54.3% | +43.3% | -97.7% | -60.0% |
| 3Y | -18.4% | +214.7% | -233.1% | -40.5% |
| All | -56.8% | +98.7% | -155.5% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling