-54.3%
TSLL vs CCL
+13.2%
-67.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.4% |
| 7D | -21.2% | +3.1% | -24.3% | -21.9% |
| 30D | -13.3% | +13.7% | -27.0% | -17.4% |
| 3M | +15.4% | +3.8% | +11.6% | +14.8% |
| 6M | -34.2% | +9.3% | -43.5% | -35.8% |
| YTD | -52.9% | -1.1% | -51.8% | -54.6% |
| 1Y | -54.3% | +14.6% | -68.9% | -54.0% |
| All | -54.3% | +13.2% | -67.6% | -54.0% |
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