-56.8%
TSLL vs CPRT
-0.9%
-55.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.6% | +10.3% | +10.0% |
| 7D | -21.2% | +6.0% | -27.3% | -25.5% |
| 30D | -13.3% | +20.0% | -33.3% | -27.4% |
| 3M | +15.4% | +10.1% | +5.3% | +2.6% |
| 6M | -34.2% | -4.3% | -29.9% | -36.0% |
| YTD | -52.9% | -18.4% | -34.5% | -44.9% |
| 1Y | -54.3% | -20.1% | -34.3% | -45.6% |
| 3Y | -18.4% | -30.4% | +12.0% | +19.6% |
| All | -56.8% | -0.9% | -55.9% | -63.4% |
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 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