-24.9%
TSLL vs CRL
+72.9%
-97.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.1% | -17.8% | -19.5% |
| 7D | -28.9% | -16.8% | -12.1% | -20.6% |
| 30D | -21.4% | +2.6% | -24.1% | -22.5% |
| 3M | +5.0% | +20.1% | -15.1% | -5.9% |
| 6M | -36.6% | +68.8% | -105.4% | -55.5% |
| YTD | -56.6% | +56.9% | -113.6% | -68.7% |
| 1Y | -60.9% | +86.7% | -147.5% | -75.1% |
| All | -24.9% | +72.9% | -97.7% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling