+13.1%
TSLL vs CRCL
-9.9%
+23.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -3.1% |
| 7D | +17.8% | -8.4% | +26.2% | +20.2% |
| 30D | +8.2% | -21.8% | +30.1% | +14.6% |
| 3M | +20.9% | -17.5% | +38.4% | +26.0% |
| 6M | -37.5% | -50.9% | +13.4% | -28.4% |
| YTD | -44.5% | -21.6% | -22.9% | -43.4% |
| 1Y | -33.0% | -24.5% | -8.5% | -31.6% |
| All | +13.1% | -9.9% | +23.0% | +13.8% |
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 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