-39.7%
TSLL vs CRL
+97.0%
-136.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +33.0% | +8.9% | +24.1% | +28.5% |
| 30D | +7.7% | +14.0% | -6.3% | +3.0% |
| 3M | +34.7% | +19.8% | +14.9% | +26.7% |
| 6M | -31.5% | +102.0% | -133.5% | -47.4% |
| YTD | -42.4% | +70.8% | -113.2% | -54.3% |
| 1Y | -39.7% | +98.7% | -138.4% | -57.2% |
| All | -39.7% | +97.0% | -136.7% | -57.2% |
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