-52.1%
TSLL vs CCL
+224.0%
-276.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.8% | +7.8% |
| 7D | -14.3% | +3.1% | -17.4% | -15.8% |
| 30D | -6.2% | +17.5% | -23.7% | -16.1% |
| 3M | +21.2% | +6.8% | +14.4% | +14.2% |
| 6M | -36.6% | +18.7% | -55.3% | -44.4% |
| YTD | -47.8% | +3.0% | -50.8% | -51.0% |
| 1Y | -45.2% | +17.7% | -62.9% | -54.8% |
| 3Y | -3.3% | +155.6% | -158.9% | -51.9% |
| All | -52.1% | +224.0% | -276.2% | -79.8% |
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