-52.7%
TSLL vs CRDO
+940.9%
-993.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | +6.1% | -4.5% | +10.6% | +8.0% |
| 30D | +20.6% | -39.2% | +59.9% | +43.2% |
| 3M | -25.4% | -38.5% | +13.0% | -13.9% |
| 6M | -34.2% | +40.6% | -74.8% | -47.7% |
| YTD | -48.4% | +13.2% | -61.6% | -56.3% |
| 1Y | -30.8% | +2.3% | -33.1% | -40.1% |
| 3Y | -37.4% | +942.5% | -980.0% | -79.1% |
| All | -52.7% | +940.9% | -993.6% | -87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling