-23.4%
TSLL vs CCEP
+24.3%
-47.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.1% | -8.7% | -11.6% |
| 7D | +1.9% | -3.1% | +5.0% | +2.2% |
| 30D | +17.8% | -2.6% | +20.4% | +18.1% |
| 3M | -37.0% | +14.9% | -51.9% | -36.9% |
| 6M | -37.7% | +2.3% | -39.9% | -38.3% |
| YTD | -51.4% | +17.8% | -69.2% | -50.8% |
| 1Y | -23.4% | +24.2% | -47.6% | -22.6% |
| All | -23.4% | +24.3% | -47.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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