-60.9%
TSLL vs CPRT
-23.9%
-37.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.4% | -21.5% | -22.0% |
| 7D | -28.9% | +9.9% | -38.8% | -27.7% |
| 30D | -21.4% | +21.1% | -42.5% | -18.7% |
| 3M | +5.0% | +12.3% | -7.4% | +8.7% |
| 6M | -36.6% | -2.0% | -34.5% | -33.4% |
| YTD | -56.6% | -17.0% | -39.6% | -51.6% |
| 1Y | -60.9% | -22.5% | -38.3% | -58.3% |
| All | -60.9% | -23.9% | -37.0% | -58.3% |
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 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