-60.3%
TSLL vs CCEP
+152.4%
-212.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.3% | -23.1% | -22.5% |
| 7D | -28.9% | +5.7% | -34.6% | -31.1% |
| 30D | -21.4% | +15.3% | -36.8% | -27.8% |
| 3M | +5.0% | +8.0% | -3.0% | -0.1% |
| 6M | -36.6% | +26.7% | -63.3% | -45.5% |
| YTD | -56.6% | +30.7% | -87.3% | -63.9% |
| 1Y | -60.9% | +36.5% | -97.4% | -68.6% |
| 3Y | -25.2% | +111.1% | -136.4% | -63.5% |
| All | -60.3% | +152.4% | -212.7% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling