-23.4%
TSLL vs CPRT
-31.2%
+7.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -11.8% |
| 7D | +1.9% | +2.2% | -0.3% | +1.9% |
| 30D | +17.8% | +16.6% | +1.1% | +21.4% |
| 3M | -37.0% | +9.6% | -46.6% | -35.1% |
| 6M | -37.7% | -11.1% | -26.6% | -33.2% |
| YTD | -51.4% | -13.9% | -37.5% | -47.0% |
| 1Y | -23.4% | -32.5% | +9.2% | -11.4% |
| All | -23.4% | -31.2% | +7.9% | -11.4% |
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