-24.9%
TSLL vs CCL
+137.7%
-162.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.5% | -16.4% | -17.4% |
| 7D | -28.9% | +2.6% | -31.5% | -30.2% |
| 30D | -21.4% | +11.3% | -32.8% | -27.7% |
| 3M | +5.0% | +0.3% | +4.7% | +3.6% |
| 6M | -36.6% | +16.1% | -52.7% | -44.6% |
| YTD | -56.6% | -1.6% | -55.1% | -58.4% |
| 1Y | -60.9% | +11.8% | -72.6% | -67.7% |
| All | -24.9% | +137.7% | -162.5% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling