+6.9%
TSLL vs CRCL
+39.4%
-32.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -5.8% | +13.6% | +9.2% |
| 7D | +5.8% | +7.5% | -1.7% | +3.9% |
| 30D | +21.7% | +44.3% | -22.6% | +12.1% |
| 3M | -28.2% | +16.5% | -44.8% | -31.2% |
| 6M | -29.5% | -5.6% | -23.8% | -30.6% |
| YTD | -47.5% | +21.3% | -68.8% | -51.5% |
| 1Y | -20.8% | -14.5% | -6.3% | -23.2% |
| All | +6.9% | +39.4% | -32.5% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling