-51.7%
TSLL vs CCI
-37.8%
-13.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -11.0% | +3.2% | -14.2% | -11.7% |
| 30D | -5.3% | +12.2% | -17.5% | -7.9% |
| 3M | +20.8% | +23.1% | -2.3% | +14.8% |
| 6M | -36.0% | +1.3% | -37.3% | -36.9% |
| YTD | -47.3% | +4.5% | -51.8% | -48.7% |
| 1Y | -48.4% | +2.3% | -50.7% | -49.5% |
| 3Y | -5.4% | +9.8% | -15.2% | -23.6% |
| All | -51.7% | -37.8% | -13.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling