-18.4%
TSLL vs CCL
+138.8%
-157.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.3% |
| 7D | -21.2% | +3.1% | -24.3% | -23.0% |
| 30D | -13.3% | +13.7% | -27.0% | -21.5% |
| 3M | +15.4% | +3.8% | +11.6% | +10.6% |
| 6M | -34.2% | +9.3% | -43.5% | -39.4% |
| YTD | -52.9% | -1.1% | -51.8% | -54.9% |
| 1Y | -54.3% | +14.6% | -68.9% | -63.3% |
| 3Y | -18.4% | +146.4% | -164.8% | -62.4% |
| All | -18.4% | +138.8% | -157.2% | -62.4% |
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