-46.0%
TSLL vs CRL
+85.3%
-131.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.3% | +0.9% | -3.9% |
| 7D | -9.4% | -12.8% | +3.3% | -5.4% |
| 30D | +1.6% | +5.0% | -3.4% | -0.1% |
| 3M | +29.4% | +39.4% | -10.0% | +17.1% |
| 6M | -20.1% | +89.4% | -109.5% | -36.2% |
| YTD | -44.5% | +63.6% | -108.1% | -54.4% |
| 1Y | -46.0% | +83.5% | -129.5% | -56.8% |
| All | -46.0% | +85.3% | -131.4% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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