-55.4%
TSLL vs CARR
+51.8%
-107.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -12.9% | -12.8% |
| 7D | +1.9% | +1.6% | +0.3% | +0.5% |
| 30D | +17.8% | -8.7% | +26.5% | +27.4% |
| 3M | -37.0% | -12.6% | -24.4% | -29.9% |
| 6M | -37.7% | -1.5% | -36.1% | -39.4% |
| YTD | -51.4% | +14.3% | -65.7% | -59.8% |
| 1Y | -23.4% | -4.6% | -18.8% | -24.7% |
| 3Y | -30.8% | +7.3% | -38.1% | -41.4% |
| All | -55.4% | +51.8% | -107.3% | -73.1% |
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