-56.8%
TSLL vs CARR
+33.8%
-90.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.6% | +10.2% | +10.0% |
| 7D | -21.2% | -2.3% | -18.9% | -19.0% |
| 30D | -13.3% | -4.4% | -8.9% | -9.1% |
| 3M | +15.4% | -17.8% | +33.1% | +37.4% |
| 6M | -34.2% | -22.2% | -12.0% | -18.8% |
| YTD | -52.9% | +0.7% | -53.6% | -56.3% |
| 1Y | -54.3% | -5.9% | -48.4% | -54.8% |
| 3Y | -18.4% | +8.6% | -26.9% | -31.8% |
| All | -56.8% | +33.8% | -90.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling