-33.0%
TSLL vs CRL
+99.6%
-132.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | +17.8% | +0.1% | +17.7% | +17.9% |
| 30D | +8.2% | +11.9% | -3.7% | +4.4% |
| 3M | +20.9% | +20.2% | +0.7% | +14.0% |
| 6M | -37.5% | +107.5% | -145.0% | -52.0% |
| YTD | -44.5% | +69.4% | -113.9% | -55.2% |
| 1Y | -33.0% | +99.7% | -132.7% | -49.3% |
| All | -33.0% | +99.6% | -132.5% | -49.3% |
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