-44.0%
TSLL vs CTAS
+23.7%
-67.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +6.3% |
| 7D | +0.5% | -0.8% | +1.3% | -0.1% |
| 30D | +2.7% | +10.7% | -8.1% | +9.1% |
| 3M | +26.3% | +11.0% | +15.3% | +34.3% |
| 6M | -37.2% | +38.7% | -75.9% | -27.5% |
| YTD | -44.2% | +21.8% | -66.0% | -30.4% |
| 1Y | -44.0% | +23.6% | -67.5% | -28.4% |
| All | -44.0% | +23.7% | -67.6% | -28.4% |
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