-24.9%
TSLL vs CHRW
+67.8%
-92.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.1% | -17.8% | -20.9% |
| 7D | -28.9% | +0.7% | -29.6% | -28.8% |
| 30D | -21.4% | -5.0% | -16.4% | -20.4% |
| 3M | +5.0% | -16.1% | +21.1% | +8.8% |
| 6M | -36.6% | -22.6% | -13.9% | -32.9% |
| YTD | -56.6% | -19.3% | -37.4% | -55.3% |
| 1Y | -60.9% | -14.9% | -45.9% | -60.2% |
| All | -24.9% | +67.8% | -92.7% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling