-46.0%
TSLL vs CCL
+17.9%
-63.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.3% | -13.6% | -9.4% |
| 7D | -9.4% | +11.6% | -21.1% | -14.0% |
| 30D | +1.6% | +22.5% | -21.0% | -7.2% |
| 3M | +29.4% | +6.4% | +23.0% | +26.4% |
| 6M | -20.1% | +23.4% | -43.5% | -26.3% |
| YTD | -44.5% | +4.2% | -48.7% | -47.9% |
| 1Y | -46.0% | +21.9% | -67.9% | -48.4% |
| All | -46.0% | +17.9% | -63.9% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling