-55.4%
TSLL vs CRL
+31.7%
-87.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.2% | -10.8% |
| 7D | +1.9% | -1.0% | +2.9% | +2.6% |
| 30D | +17.8% | +10.7% | +7.1% | +10.8% |
| 3M | -37.0% | +55.3% | -92.3% | -53.2% |
| 6M | -37.7% | +60.7% | -98.3% | -55.6% |
| YTD | -51.4% | +44.6% | -96.0% | -63.4% |
| 1Y | -23.4% | +77.7% | -101.1% | -51.0% |
| 3Y | -30.8% | +37.6% | -68.4% | -50.2% |
| All | -55.4% | +31.7% | -87.1% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling