-46.0%
TSLL vs CTAS
+25.6%
-71.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.7% | -4.9% |
| 7D | -9.4% | +7.6% | -17.1% | -5.4% |
| 30D | +1.6% | +17.2% | -15.6% | +11.2% |
| 3M | +29.4% | +12.8% | +16.6% | +38.7% |
| 6M | -20.1% | +38.0% | -58.1% | -8.2% |
| YTD | -44.5% | +22.7% | -67.2% | -30.9% |
| 1Y | -46.0% | +25.6% | -71.7% | -29.8% |
| All | -46.0% | +25.6% | -71.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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