-23.4%
TSLL vs CRH
-20.2%
-3.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.1% |
| 7D | -7.3% | -4.8% | -2.6% | -4.9% |
| 30D | +15.8% | -13.1% | +28.9% | +27.0% |
| 3M | -19.5% | -12.0% | -7.5% | -13.5% |
| 6M | -32.1% | -16.9% | -15.2% | -25.2% |
| YTD | -48.9% | -29.0% | -19.9% | -36.0% |
| 1Y | -23.4% | -20.3% | -3.0% | -11.4% |
| All | -23.4% | -20.2% | -3.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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