-52.1%
TSLL vs CCI
-38.8%
-13.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.9% | +11.8% | +11.1% |
| 7D | -14.3% | +0.9% | -15.2% | -14.6% |
| 30D | -6.2% | +10.3% | -16.4% | -8.5% |
| 3M | +21.2% | +17.9% | +3.3% | +16.2% |
| 6M | -36.6% | -0.5% | -36.1% | -37.2% |
| YTD | -47.8% | +2.7% | -50.5% | -49.0% |
| 1Y | -45.2% | +3.1% | -48.4% | -46.7% |
| 3Y | -3.3% | +8.0% | -11.2% | -21.6% |
| All | -52.1% | -38.8% | -13.3% | -24.0% |
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