-23.4%
TSLL vs CRDO
+2.7%
-26.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -0.8% |
| 7D | -7.3% | -2.4% | -5.0% | -6.8% |
| 30D | +15.8% | -35.3% | +51.0% | +31.2% |
| 3M | -19.5% | -32.6% | +13.1% | -11.4% |
| 6M | -32.1% | +42.7% | -74.8% | -44.3% |
| YTD | -48.9% | +11.4% | -60.3% | -55.0% |
| 1Y | -23.4% | -2.2% | -21.1% | -31.7% |
| All | -23.4% | +2.7% | -26.1% | -31.7% |
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 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