-49.1%
TSLL vs CPRT
-1.3%
-47.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | +17.8% | -0.4% | +18.2% | +18.3% |
| 30D | +8.2% | +21.2% | -12.9% | -10.0% |
| 3M | +20.9% | +8.3% | +12.6% | +9.1% |
| 6M | -37.5% | -3.4% | -34.1% | -39.8% |
| YTD | -44.5% | -18.7% | -25.8% | -34.8% |
| 1Y | -33.0% | -23.5% | -9.4% | -15.0% |
| 3Y | -6.4% | -34.2% | +27.8% | +49.5% |
| All | -49.1% | -1.3% | -47.8% | -56.7% |
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