-54.3%
TSLL vs CRL
+101.2%
-155.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.8% | +0.8% | +5.3% |
| 7D | -21.2% | -6.1% | -15.1% | -19.4% |
| 30D | -13.3% | +12.4% | -25.7% | -16.7% |
| 3M | +15.4% | +27.1% | -11.7% | +6.4% |
| 6M | -34.2% | +85.7% | -120.0% | -48.0% |
| YTD | -52.9% | +69.2% | -122.1% | -62.8% |
| 1Y | -54.3% | +97.5% | -151.9% | -68.6% |
| All | -54.3% | +101.2% | -155.6% | -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 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