-55.4%
TSLL vs CAPR
+107.5%
-162.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -11.9% |
| 7D | +1.9% | -2.0% | +3.9% | +1.9% |
| 30D | +17.8% | +139.2% | -121.4% | +13.7% |
| 3M | -37.0% | -66.4% | +29.4% | -36.2% |
| 6M | -37.7% | -63.1% | +25.5% | -37.1% |
| YTD | -51.4% | -67.4% | +16.1% | -50.8% |
| 1Y | -23.4% | +58.2% | -81.6% | -33.3% |
| 3Y | -30.8% | +42.2% | -73.0% | -47.1% |
| All | -55.4% | +107.5% | -162.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling