-46.0%
TSLL vs CARR
-1.4%
-44.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.5% | -6.8% | -6.6% |
| 7D | -9.4% | -0.7% | -8.8% | -9.2% |
| 30D | +1.6% | +0.3% | +1.3% | +1.5% |
| 3M | +29.4% | -14.9% | +44.3% | +38.1% |
| 6M | -20.1% | -14.9% | -5.3% | -14.9% |
| YTD | -44.5% | +7.0% | -51.5% | -47.8% |
| 1Y | -46.0% | -1.8% | -44.3% | -48.5% |
| All | -46.0% | -1.4% | -44.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling