-52.0%
TSLL vs CRH
+150.3%
-202.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +1.3% |
| 7D | +5.1% | -3.6% | +8.7% | +8.3% |
| 30D | +20.0% | -10.8% | +30.8% | +34.8% |
| 3M | -23.8% | -13.5% | -10.3% | -12.0% |
| 6M | -30.3% | -15.4% | -14.9% | -19.1% |
| YTD | -47.7% | -27.6% | -20.0% | -27.3% |
| 1Y | -21.2% | -18.4% | -2.8% | -6.4% |
| 3Y | -26.9% | +72.5% | -99.4% | -54.0% |
| All | -52.0% | +150.3% | -202.3% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling