-52.1%
TSLL vs CRS
+856.6%
-908.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.7% | +1.2% | +3.7% |
| 7D | -14.3% | +4.9% | -19.3% | -16.6% |
| 30D | -6.2% | -20.8% | +14.7% | +9.6% |
| 3M | +21.2% | -46.4% | +67.6% | +88.8% |
| 6M | -36.6% | -28.6% | -8.0% | -21.0% |
| YTD | -47.8% | -2.8% | -44.9% | -50.5% |
| 1Y | -45.2% | -6.7% | -38.5% | -46.4% |
| 3Y | -3.3% | +368.0% | -371.3% | -67.4% |
| All | -52.1% | +856.6% | -908.7% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling