-48.9%
TSLL vs CPRT
-0.2%
-48.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.1% |
| 7D | +0.5% | -1.4% | +1.9% | +1.7% |
| 30D | +2.7% | +21.5% | -18.8% | -14.7% |
| 3M | +26.3% | +9.4% | +16.8% | +13.1% |
| 6M | -37.2% | -3.3% | -33.9% | -39.4% |
| YTD | -44.2% | -17.8% | -26.4% | -35.0% |
| 1Y | -44.0% | -22.2% | -21.8% | -30.3% |
| 3Y | 0.0% | -34.0% | +34.0% | +60.1% |
| All | -48.9% | -0.2% | -48.6% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling