-52.1%
TSLL vs CPRT
+0.6%
-52.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +9.6% |
| 7D | -14.3% | +1.6% | -15.9% | -15.8% |
| 30D | -6.2% | +18.8% | -24.9% | -20.4% |
| 3M | +21.2% | +9.4% | +11.8% | +8.7% |
| 6M | -36.6% | -4.4% | -32.2% | -37.8% |
| YTD | -47.8% | -17.1% | -30.7% | -39.6% |
| 1Y | -45.2% | -19.9% | -25.3% | -34.2% |
| 3Y | -3.3% | -30.5% | +27.2% | +43.9% |
| All | -52.1% | +0.6% | -52.8% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling