-5.4%
TSLL vs CRDO
+755.1%
-760.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.9% |
| 7D | -11.0% | -14.0% | +3.0% | -4.2% |
| 30D | -5.3% | -40.1% | +34.8% | +17.3% |
| 3M | +20.8% | -45.9% | +66.7% | +50.7% |
| 6M | -36.0% | -31.1% | -4.9% | -30.3% |
| YTD | -47.3% | -9.8% | -37.5% | -52.2% |
| 1Y | -48.4% | -23.7% | -24.7% | -50.2% |
| 3Y | -5.4% | +708.7% | -714.2% | -67.9% |
| All | -5.4% | +755.1% | -760.5% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling