-18.4%
TSLL vs CRS
+321.3%
-339.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.8% |
| 7D | -21.2% | -1.7% | -19.5% | -19.5% |
| 30D | -13.3% | -28.8% | +15.5% | +11.4% |
| 3M | +15.4% | -50.0% | +65.4% | +97.2% |
| 6M | -34.2% | -39.2% | +5.0% | -5.8% |
| YTD | -52.9% | -11.4% | -41.5% | -53.2% |
| 1Y | -54.3% | -11.7% | -42.7% | -54.8% |
| 3Y | -18.4% | +319.6% | -338.0% | -72.9% |
| All | -18.4% | +321.3% | -339.7% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling