-49.1%
TSLL vs CCEP
+155.2%
-204.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.4% |
| 7D | +17.8% | +2.1% | +15.7% | +16.7% |
| 30D | +8.2% | +10.6% | -2.3% | +1.9% |
| 3M | +20.9% | +10.3% | +10.5% | +13.7% |
| 6M | -37.5% | +31.1% | -68.6% | -47.3% |
| YTD | -44.5% | +32.1% | -76.6% | -54.1% |
| 1Y | -33.0% | +32.8% | -65.8% | -44.9% |
| 3Y | -6.4% | +111.3% | -117.7% | -54.1% |
| All | -49.1% | +155.2% | -204.3% | -79.7% |
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