-48.9%
TSLL vs CCEP
+153.7%
-202.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +0.5% | +1.8% | -1.3% | -0.5% |
| 30D | +2.7% | +12.2% | -9.5% | -4.1% |
| 3M | +26.3% | +10.7% | +15.6% | +18.6% |
| 6M | -37.2% | +27.5% | -64.7% | -46.1% |
| YTD | -44.2% | +31.3% | -75.6% | -53.7% |
| 1Y | -44.0% | +29.9% | -73.9% | -53.1% |
| 3Y | 0.0% | +111.1% | -111.1% | -51.1% |
| All | -48.9% | +153.7% | -202.6% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling