+15.4%
TSLL vs CARR
-19.6%
+34.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.6% | +10.2% | +10.9% |
| 7D | -21.2% | -2.3% | -18.9% | -16.0% |
| 30D | -13.3% | -4.4% | -8.9% | -4.8% |
| 3M | +15.4% | -17.8% | +33.1% | +68.5% |
| All | +15.4% | -19.6% | +34.9% | +68.5% |
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 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