-55.4%
TSLL vs CRH
+164.0%
-219.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.4% | -14.3% | -14.5% |
| 7D | +1.9% | -1.7% | +3.6% | +3.2% |
| 30D | +17.8% | -5.4% | +23.1% | +24.6% |
| 3M | -37.0% | -11.2% | -25.8% | -29.2% |
| 6M | -37.7% | -15.8% | -21.8% | -26.5% |
| YTD | -51.4% | -23.6% | -27.7% | -36.0% |
| 1Y | -23.4% | -14.6% | -8.8% | -12.8% |
| 3Y | -30.8% | +74.3% | -105.1% | -57.2% |
| All | -55.4% | +164.0% | -219.5% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling