-23.9%
TSLL vs CAI
-6.6%
-17.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.1% | +11.7% | +9.3% |
| 7D | -21.2% | -26.5% | +5.3% | -15.8% |
| 30D | -13.3% | -6.9% | -6.4% | -10.4% |
| 3M | +15.4% | +26.1% | -10.8% | +14.6% |
| 6M | -34.2% | +31.9% | -66.1% | -35.3% |
| YTD | -52.9% | -6.5% | -46.4% | -53.2% |
| 1Y | -54.3% | +2.5% | -56.9% | -54.7% |
| All | -23.9% | -6.6% | -17.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling