-56.8%
TSLL vs CCL
+209.5%
-266.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.7% | +8.7% |
| 7D | -21.2% | +2.6% | -23.8% | -22.5% |
| 30D | -13.3% | +13.1% | -26.4% | -20.4% |
| 3M | +15.4% | +3.3% | +12.1% | +11.2% |
| 6M | -34.2% | +8.7% | -42.9% | -38.7% |
| YTD | -52.9% | -1.6% | -51.3% | -54.4% |
| 1Y | -54.3% | +14.0% | -68.3% | -61.6% |
| 3Y | -18.4% | +145.1% | -163.5% | -58.1% |
| All | -56.8% | +209.5% | -266.4% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling