-37.7%
TSLL vs CHRW
-22.9%
-14.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.1% | -12.9% | -12.0% |
| 7D | +1.9% | -1.4% | +3.3% | +2.1% |
| 30D | +17.8% | -3.5% | +21.2% | +18.6% |
| 3M | -37.0% | -19.4% | -17.6% | -33.2% |
| 6M | -37.7% | -21.4% | -16.3% | -26.0% |
| All | -37.7% | -22.9% | -14.8% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling