-51.7%
TSLL vs CPRT
+0.2%
-51.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | -11.0% | +4.0% | -15.0% | -14.2% |
| 30D | -5.3% | +18.2% | -23.5% | -19.3% |
| 3M | +20.8% | +9.2% | +11.7% | +8.5% |
| 6M | -36.0% | -4.8% | -31.2% | -37.0% |
| YTD | -47.3% | -17.5% | -29.8% | -38.8% |
| 1Y | -48.4% | -22.0% | -26.4% | -36.0% |
| 3Y | -5.4% | -33.7% | +28.3% | +50.9% |
| All | -51.7% | +0.2% | -51.8% | -59.3% |
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