-51.7%
TSLL vs CRL
+57.8%
-109.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +2.2% |
| 7D | -11.0% | -1.7% | -9.3% | -9.4% |
| 30D | -5.3% | +14.6% | -19.9% | -12.5% |
| 3M | +20.8% | +24.8% | -4.0% | +5.6% |
| 6M | -36.0% | +94.7% | -130.7% | -59.2% |
| YTD | -47.3% | +73.4% | -120.6% | -64.5% |
| 1Y | -48.4% | +104.7% | -153.1% | -69.1% |
| 3Y | -5.4% | +101.1% | -106.5% | -46.4% |
| All | -51.7% | +57.8% | -109.5% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling