+6.7%
TSLL vs CRCL
+34.8%
-28.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.6% |
| 7D | +5.1% | +4.9% | +0.2% | +3.8% |
| 30D | +20.0% | +38.7% | -18.7% | +11.5% |
| 3M | -23.8% | +14.7% | -38.4% | -26.6% |
| 6M | -30.3% | -16.9% | -13.4% | -29.7% |
| YTD | -47.7% | +17.3% | -64.9% | -51.2% |
| 1Y | -21.2% | -21.2% | 0.0% | -22.5% |
| All | +6.7% | +34.8% | -28.1% | -1.8% |
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