-52.1%
TSLL vs CARR
+36.2%
-88.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +9.3% |
| 7D | -14.3% | -3.3% | -11.0% | -11.0% |
| 30D | -6.2% | -3.6% | -2.6% | -2.1% |
| 3M | +21.2% | -16.3% | +37.5% | +42.4% |
| 6M | -36.6% | -19.6% | -17.0% | -23.8% |
| YTD | -47.8% | +2.5% | -50.3% | -52.3% |
| 1Y | -45.2% | -5.8% | -39.4% | -45.6% |
| 3Y | -3.3% | +10.2% | -13.4% | -20.1% |
| All | -52.1% | +36.2% | -88.3% | -68.0% |
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