-48.9%
TSLL vs CHRW
+31.5%
-80.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.1% | +4.5% |
| 7D | +0.5% | -0.1% | +0.5% | +0.9% |
| 30D | +2.7% | -4.3% | +6.9% | +4.2% |
| 3M | +26.3% | -7.4% | +33.7% | +28.4% |
| 6M | -37.2% | -20.7% | -16.5% | -32.9% |
| YTD | -44.2% | -15.9% | -28.4% | -43.2% |
| 1Y | -44.0% | -9.9% | -34.1% | -44.5% |
| 3Y | 0.0% | +79.0% | -78.9% | -36.8% |
| All | -48.9% | +31.5% | -80.4% | -59.2% |
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