-46.0%
TSLL vs CPRT
-24.7%
-21.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.0% | -11.3% | -5.4% |
| 7D | -9.4% | +12.6% | -22.1% | -7.3% |
| 30D | +1.6% | +18.0% | -16.4% | +5.0% |
| 3M | +29.4% | +11.0% | +18.4% | +33.5% |
| 6M | -20.1% | -2.0% | -18.1% | -16.0% |
| YTD | -44.5% | -16.7% | -27.8% | -38.6% |
| 1Y | -46.0% | -23.9% | -22.1% | -45.0% |
| All | -46.0% | -24.7% | -21.3% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling