-3.3%
TSLL vs CHRW
+68.5%
-71.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +8.0% | +10.2% |
| 7D | -14.3% | +0.2% | -14.5% | -14.1% |
| 30D | -6.2% | -9.4% | +3.2% | -4.0% |
| 3M | +21.2% | -13.3% | +34.4% | +24.5% |
| 6M | -36.6% | -24.2% | -12.4% | -32.6% |
| YTD | -47.8% | -18.9% | -28.9% | -46.2% |
| 1Y | -45.2% | -12.4% | -32.9% | -44.7% |
| 3Y | -3.3% | +72.2% | -75.5% | -28.5% |
| All | -3.3% | +68.5% | -71.8% | -28.5% |
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