-52.1%
TSLL vs CCEP
+152.9%
-205.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.2% | +9.7% | +10.3% |
| 7D | -14.3% | +1.7% | -16.0% | -15.2% |
| 30D | -6.2% | +12.7% | -18.9% | -12.6% |
| 3M | +21.2% | +8.5% | +12.7% | +15.1% |
| 6M | -36.6% | +25.6% | -62.1% | -45.1% |
| YTD | -47.8% | +30.9% | -78.7% | -56.6% |
| 1Y | -45.2% | +32.0% | -77.2% | -54.8% |
| 3Y | -3.3% | +110.9% | -114.2% | -52.7% |
| All | -52.1% | +152.9% | -205.0% | -80.8% |
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