-39.7%
TSLL vs CARR
-3.4%
-36.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.6% |
| 7D | +33.0% | +2.2% | +30.8% | +31.5% |
| 30D | +7.7% | -0.8% | +8.5% | +9.0% |
| 3M | +34.7% | -13.4% | +48.2% | +44.3% |
| 6M | -31.5% | -16.4% | -15.1% | -25.5% |
| YTD | -42.4% | +4.5% | -46.9% | -46.0% |
| 1Y | -39.7% | -1.4% | -38.3% | -41.9% |
| All | -39.7% | -3.4% | -36.3% | -41.9% |
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