-36.5%
TSLL vs CRDO
+948.2%
-984.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +5.1% | +1.6% | +3.5% | +4.0% |
| 30D | +20.0% | -30.0% | +50.0% | +35.3% |
| 3M | -23.8% | -28.3% | +4.6% | -16.9% |
| 6M | -30.3% | +44.8% | -75.1% | -46.8% |
| YTD | -47.7% | +16.7% | -64.4% | -57.2% |
| 1Y | -21.2% | +12.7% | -33.9% | -36.5% |
| All | -36.5% | +948.2% | -984.7% | -84.2% |
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