-36.6%
TSLL vs CHRW
-20.8%
-15.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.1% | -17.8% | -21.1% |
| 7D | -28.9% | +0.7% | -29.6% | -28.6% |
| 30D | -21.4% | -5.0% | -16.4% | -20.6% |
| 3M | +5.0% | -16.1% | +21.1% | +7.3% |
| 6M | -36.6% | -22.6% | -13.9% | -25.9% |
| All | -36.6% | -20.8% | -15.8% | -25.9% |
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