-33.0%
TSLL vs CCEP
+30.9%
-63.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.6% |
| 7D | +17.8% | +2.1% | +15.7% | +18.1% |
| 30D | +8.2% | +10.6% | -2.3% | +8.5% |
| 3M | +20.9% | +10.3% | +10.5% | +21.6% |
| 6M | -37.5% | +31.1% | -68.6% | -37.7% |
| YTD | -44.5% | +32.1% | -76.6% | -44.0% |
| 1Y | -33.0% | +32.8% | -65.8% | -32.1% |
| All | -33.0% | +30.9% | -63.9% | -32.1% |
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