-52.7%
TSLL vs CARR
+46.1%
-98.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | -0.3% |
| 7D | +6.1% | -3.8% | +9.9% | +9.6% |
| 30D | +20.6% | -8.9% | +29.5% | +30.6% |
| 3M | -25.4% | -17.3% | -8.1% | -13.0% |
| 6M | -34.2% | -1.4% | -32.8% | -36.5% |
| YTD | -48.4% | +10.0% | -58.4% | -56.0% |
| 1Y | -30.8% | -6.4% | -24.5% | -31.2% |
| 3Y | -37.4% | +1.5% | -39.0% | -44.2% |
| All | -52.7% | +46.1% | -98.8% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling