-36.6%
TSLL vs CTAS
+36.4%
-73.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.1% | -20.7% | -23.1% |
| 7D | -28.9% | +3.8% | -32.7% | -25.9% |
| 30D | -21.4% | +15.5% | -37.0% | -6.7% |
| 3M | +5.0% | +12.7% | -7.7% | +20.7% |
| 6M | -36.6% | +34.5% | -71.1% | +5.5% |
| All | -36.6% | +36.4% | -73.0% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling