-55.4%
TSLL vs CRS
+1,388.3%
-1,443.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.5% | -13.1% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +17.8% | -16.6% | +34.4% | +34.7% |
| 3M | -37.0% | -3.5% | -33.5% | -35.7% |
| 6M | -37.7% | +15.4% | -53.1% | -45.4% |
| YTD | -51.4% | +51.2% | -102.6% | -66.2% |
| 1Y | -23.4% | +98.3% | -121.7% | -59.0% |
| 3Y | -30.8% | +651.5% | -682.3% | -83.2% |
| All | -55.4% | +1,388.3% | -1,443.8% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling