-55.4%
TSLL vs CCEP
+127.6%
-183.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.1% | -8.7% | -10.0% |
| 7D | +1.9% | -3.1% | +5.0% | +4.0% |
| 30D | +17.8% | -2.6% | +20.4% | +19.6% |
| 3M | -37.0% | +14.9% | -51.9% | -42.3% |
| 6M | -37.7% | +2.3% | -39.9% | -38.7% |
| YTD | -51.4% | +17.8% | -69.2% | -56.9% |
| 1Y | -23.4% | +24.2% | -47.6% | -35.2% |
| 3Y | -30.8% | +84.7% | -115.5% | -62.8% |
| All | -55.4% | +127.6% | -183.1% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling