-37.0%
TSLL vs CARR
-11.7%
-25.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -12.9% | -12.6% |
| 7D | +1.9% | +1.6% | +0.3% | +0.6% |
| 30D | +17.8% | -8.7% | +26.5% | +24.8% |
| 3M | -37.0% | -12.6% | -24.4% | -32.9% |
| All | -37.0% | -11.7% | -25.3% | -32.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling