-46.0%
TSLL vs CCEP
+36.9%
-82.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.8% | -10.2% | -6.2% |
| 7D | -9.4% | +4.2% | -13.7% | -9.2% |
| 30D | +1.6% | +14.2% | -12.6% | +1.0% |
| 3M | +29.4% | +9.1% | +20.3% | +29.5% |
| 6M | -20.1% | +26.9% | -47.0% | -20.8% |
| YTD | -44.5% | +29.1% | -73.6% | -44.9% |
| 1Y | -46.0% | +36.8% | -82.8% | -43.4% |
| All | -46.0% | +36.9% | -82.9% | -43.4% |
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