-36.5%
TSLL vs CRH
+72.0%
-108.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +1.4% |
| 7D | +5.1% | -3.6% | +8.7% | +8.5% |
| 30D | +20.0% | -10.8% | +30.8% | +35.9% |
| 3M | -23.8% | -13.5% | -10.3% | -11.2% |
| 6M | -30.3% | -15.4% | -14.9% | -18.6% |
| YTD | -47.7% | -27.6% | -20.0% | -25.6% |
| 1Y | -21.2% | -18.4% | -2.8% | -6.6% |
| All | -36.5% | +72.0% | -108.5% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling