-56.8%
TSLL vs CCL
+211.1%
-267.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.3% |
| 7D | -21.2% | +3.1% | -24.3% | -22.8% |
| 30D | -13.3% | +13.7% | -27.0% | -20.7% |
| 3M | +15.4% | +3.8% | +11.6% | +10.9% |
| 6M | -34.2% | +9.3% | -43.5% | -38.9% |
| YTD | -52.9% | -1.1% | -51.8% | -54.6% |
| 1Y | -54.3% | +14.6% | -68.9% | -61.7% |
| 3Y | -18.4% | +146.4% | -164.8% | -58.3% |
| All | -56.8% | +211.1% | -267.9% | -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