-23.4%
TSLL vs CRCL
-13.3%
-10.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.7% | -11.5% |
| 7D | +1.9% | +17.1% | -15.2% | -2.5% |
| 30D | +17.8% | +61.3% | -43.5% | +3.3% |
| 3M | -37.0% | +12.7% | -49.7% | -39.8% |
| 6M | -37.7% | -3.1% | -34.6% | -39.7% |
| YTD | -51.4% | +28.7% | -80.1% | -56.6% |
| 1Y | -23.4% | -13.1% | -10.2% | -20.4% |
| All | -23.4% | -13.3% | -10.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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