-47.2%
TSLL vs CCL
+208.6%
-255.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.4% | +7.7% | +6.6% |
| 7D | +33.0% | -0.3% | +33.3% | +33.3% |
| 30D | +7.7% | +10.3% | -2.6% | +0.6% |
| 3M | +34.7% | +6.6% | +28.2% | +27.0% |
| 6M | -31.5% | +20.0% | -51.5% | -40.4% |
| YTD | -42.4% | -1.9% | -40.5% | -44.1% |
| 1Y | -39.7% | +10.4% | -50.1% | -47.9% |
| 3Y | +3.4% | +134.8% | -131.4% | -45.6% |
| All | -47.2% | +208.6% | -255.8% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling