-48.9%
TSLL vs CRS
+855.1%
-904.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +3.9% |
| 7D | +0.5% | +4.4% | -3.9% | -1.8% |
| 30D | +2.7% | -19.1% | +21.8% | +18.0% |
| 3M | +26.3% | -43.2% | +69.5% | +88.5% |
| 6M | -37.2% | -28.9% | -8.3% | -21.5% |
| YTD | -44.2% | -3.0% | -41.3% | -47.1% |
| 1Y | -44.0% | -5.3% | -38.6% | -45.8% |
| 3Y | 0.0% | +363.5% | -363.5% | -66.1% |
| All | -48.9% | +855.1% | -904.0% | -88.7% |
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