-24.9%
TSLL vs CAPR
+200.7%
-225.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.6% | -18.3% | -21.8% |
| 7D | -28.9% | +29.7% | -58.6% | -29.5% |
| 30D | -21.4% | +11.0% | -32.4% | -21.8% |
| 3M | +5.0% | +118.8% | -113.9% | +1.5% |
| 6M | -36.6% | -73.9% | +37.3% | -35.4% |
| YTD | -56.6% | -70.2% | +13.6% | -56.2% |
| 1Y | -60.9% | +38.3% | -99.1% | -65.6% |
| All | -24.9% | +200.7% | -225.6% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling