-51.7%
TSLL vs CHRW
+26.8%
-78.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | -3.4% | -7.6% | -9.6% |
| 30D | -5.3% | -9.4% | +4.1% | -2.0% |
| 3M | +20.8% | -12.6% | +33.5% | +25.3% |
| 6M | -36.0% | -24.2% | -11.8% | -30.5% |
| YTD | -47.3% | -18.9% | -28.4% | -45.6% |
| 1Y | -48.4% | -13.7% | -34.8% | -48.2% |
| 3Y | -5.4% | +72.6% | -78.0% | -39.5% |
| All | -51.7% | +26.8% | -78.5% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling