+7.5%
TSLL vs CRCL
-5.8%
+13.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.8% |
| 7D | -11.0% | -13.6% | +2.6% | -7.5% |
| 30D | -5.3% | -23.1% | +17.8% | +0.7% |
| 3M | +20.8% | -3.1% | +23.9% | +21.6% |
| 6M | -36.0% | -42.8% | +6.8% | -28.8% |
| YTD | -47.3% | -18.1% | -29.2% | -46.8% |
| 1Y | -48.4% | -37.6% | -10.9% | -45.9% |
| All | +7.5% | -5.8% | +13.3% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling