-55.4%
TSLL vs CCI
-47.9%
-7.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -10.0% | -11.4% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +17.8% | +2.7% | +15.1% | +17.2% |
| 3M | -37.0% | -18.2% | -18.8% | -34.1% |
| 6M | -37.7% | -14.8% | -22.9% | -35.8% |
| YTD | -51.4% | -12.6% | -38.8% | -50.5% |
| 1Y | -23.4% | -16.7% | -6.6% | -20.9% |
| 3Y | -30.8% | -10.5% | -20.3% | -39.6% |
| All | -55.4% | -47.9% | -7.5% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling