-51.9%
TSLL vs CARR
+50.3%
-102.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.9% | +8.7% |
| 7D | +5.8% | +3.2% | +2.5% | +2.9% |
| 30D | +21.7% | -7.7% | +29.4% | +30.3% |
| 3M | -28.2% | -11.9% | -16.3% | -21.0% |
| 6M | -29.5% | +2.0% | -31.5% | -33.9% |
| YTD | -47.5% | +13.2% | -60.7% | -56.3% |
| 1Y | -20.8% | -8.5% | -12.3% | -19.0% |
| 3Y | -26.7% | +5.0% | -31.7% | -36.5% |
| All | -51.9% | +50.3% | -102.2% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling