-23.4%
TSLL vs CHRW
+16.7%
-40.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.5% | -11.9% |
| 7D | +1.9% | -1.8% | +3.7% | +2.0% |
| 30D | +17.8% | -3.9% | +21.6% | +18.2% |
| 3M | -37.0% | -19.7% | -17.3% | -35.1% |
| 6M | -37.7% | -21.7% | -16.0% | -35.9% |
| YTD | -51.4% | -7.5% | -43.8% | -48.5% |
| 1Y | -23.4% | +17.3% | -40.7% | -7.0% |
| All | -23.4% | +16.7% | -40.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling