-48.9%
TSLL vs CRS
-7.4%
-41.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.7% | +1.2% | +5.6% |
| 7D | -14.3% | +4.9% | -19.3% | -16.0% |
| 30D | -6.2% | -20.8% | +14.7% | +4.6% |
| 3M | +21.2% | -46.4% | +67.6% | +67.1% |
| 6M | -36.6% | -28.6% | -8.0% | -24.4% |
| YTD | -47.8% | -2.8% | -44.9% | -46.2% |
| All | -48.9% | -7.4% | -41.5% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling