-56.8%
TSLL vs CHRW
+23.2%
-80.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.3% | +11.0% | +9.4% |
| 7D | -21.2% | +0.6% | -21.8% | -21.1% |
| 30D | -13.3% | -7.3% | -6.0% | -11.1% |
| 3M | +15.4% | -14.2% | +29.6% | +20.4% |
| 6M | -34.2% | -25.1% | -9.1% | -28.4% |
| YTD | -52.9% | -21.2% | -31.7% | -51.0% |
| 1Y | -54.3% | -14.2% | -40.2% | -54.1% |
| 3Y | -18.4% | +63.5% | -81.9% | -46.1% |
| All | -56.8% | +23.2% | -80.0% | -64.8% |
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