-46.0%
TSLL vs CHRW
-10.6%
-35.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.6% | -6.4% |
| 7D | -9.4% | +4.9% | -14.3% | -10.2% |
| 30D | +1.6% | -4.8% | +6.4% | +2.3% |
| 3M | +29.4% | -13.1% | +42.5% | +32.1% |
| 6M | -20.1% | -16.3% | -3.8% | -16.8% |
| YTD | -44.5% | -15.8% | -28.7% | -52.0% |
| 1Y | -46.0% | -11.1% | -34.9% | -57.5% |
| All | -46.0% | -10.6% | -35.4% | -57.5% |
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