-48.4%
TSLL vs CCEP
+32.6%
-81.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -11.0% | +5.4% | -16.4% | -10.9% |
| 30D | -5.3% | +12.8% | -18.0% | -5.9% |
| 3M | +20.8% | +10.9% | +10.0% | +20.7% |
| 6M | -36.0% | +25.6% | -61.6% | -36.8% |
| YTD | -47.3% | +31.0% | -78.3% | -48.8% |
| 1Y | -48.4% | +32.3% | -80.7% | -50.3% |
| All | -48.4% | +32.6% | -81.0% | -50.3% |
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