-56.8%
TSLL vs CCI
-38.3%
-18.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.2% | +9.2% |
| 7D | -21.2% | -0.1% | -21.1% | -21.3% |
| 30D | -13.3% | +28.4% | -41.7% | -18.6% |
| 3M | +15.4% | +20.0% | -4.6% | +10.2% |
| 6M | -34.2% | +0.8% | -35.0% | -35.1% |
| YTD | -52.9% | +3.6% | -56.5% | -54.1% |
| 1Y | -54.3% | +6.1% | -60.4% | -55.9% |
| 3Y | -18.4% | +7.2% | -25.6% | -32.8% |
| All | -56.8% | -38.3% | -18.6% | -31.6% |
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