-49.1%
TSLL vs CRL
+54.3%
-103.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.2% |
| 7D | +17.8% | +0.1% | +17.7% | +17.9% |
| 30D | +8.2% | +11.9% | -3.7% | +1.4% |
| 3M | +20.9% | +20.2% | +0.7% | +8.2% |
| 6M | -37.5% | +107.5% | -145.0% | -61.6% |
| YTD | -44.5% | +69.4% | -113.9% | -62.1% |
| 1Y | -33.0% | +99.7% | -132.7% | -59.2% |
| 3Y | -6.4% | +98.8% | -105.1% | -46.6% |
| All | -49.1% | +54.3% | -103.4% | -66.4% |
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