-23.4%
TSLL vs CCL
-23.9%
+0.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | -5.0% | +6.9% | +4.1% |
| 30D | +17.8% | -20.3% | +38.1% | +30.4% |
| 3M | -37.0% | -15.1% | -21.9% | -31.8% |
| 6M | -37.7% | -15.1% | -22.6% | -33.9% |
| YTD | -51.4% | -21.8% | -29.6% | -47.7% |
| 1Y | -23.4% | -24.8% | +1.4% | -22.5% |
| All | -23.4% | -23.9% | +0.6% | -22.5% |
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