-55.4%
TSLL vs CTAS
+95.4%
-150.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.6% | -11.6% |
| 7D | +1.9% | -1.8% | +3.7% | +3.4% |
| 30D | +17.8% | -0.2% | +18.0% | +17.7% |
| 3M | -37.0% | +11.7% | -48.7% | -45.2% |
| 6M | -37.7% | +0.7% | -38.4% | -39.8% |
| YTD | -51.4% | +7.4% | -58.8% | -56.5% |
| 1Y | -23.4% | -2.1% | -21.3% | -24.3% |
| 3Y | -30.8% | +62.9% | -93.7% | -60.7% |
| All | -55.4% | +95.4% | -150.9% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling