-23.4%
TSLL vs CRDO
+23.6%
-47.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.9% | -15.7% | -13.1% |
| 7D | +1.9% | -26.7% | +28.6% | +11.9% |
| 30D | +17.8% | -24.1% | +41.8% | +25.9% |
| 3M | -37.0% | -21.6% | -15.4% | -34.2% |
| 6M | -37.7% | +66.3% | -104.0% | -51.7% |
| YTD | -51.4% | +18.5% | -69.9% | -58.0% |
| 1Y | -23.4% | +27.3% | -50.7% | -30.3% |
| All | -23.4% | +23.6% | -47.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRDO.
Daily Out/Under-Performance
Portfolio return minus CRDO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRDO 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 CRDO 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