-56.8%
TSLL vs CCEP
+149.9%
-206.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +9.1% |
| 7D | -21.2% | +2.6% | -23.8% | -22.5% |
| 30D | -13.3% | +15.1% | -28.4% | -20.4% |
| 3M | +15.4% | +7.3% | +8.1% | +10.1% |
| 6M | -34.2% | +23.4% | -57.6% | -42.6% |
| YTD | -52.9% | +29.4% | -82.3% | -60.7% |
| 1Y | -54.3% | +34.2% | -88.6% | -63.0% |
| 3Y | -18.4% | +108.4% | -126.7% | -59.9% |
| All | -56.8% | +149.9% | -206.8% | -82.6% |
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