-49.1%
TSLL vs CHRW
+32.2%
-81.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +17.8% | +7.3% | +10.6% | +15.1% |
| 30D | +8.2% | -3.6% | +11.8% | +9.6% |
| 3M | +20.9% | -9.6% | +30.4% | +24.0% |
| 6M | -37.5% | -17.0% | -20.5% | -34.4% |
| YTD | -44.5% | -15.4% | -29.1% | -43.6% |
| 1Y | -33.0% | -10.0% | -23.0% | -33.6% |
| 3Y | -6.4% | +82.2% | -88.5% | -41.5% |
| All | -49.1% | +32.2% | -81.3% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling