-55.4%
TSLL vs CCL
+146.0%
-201.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | -5.0% | +6.9% | +5.5% |
| 30D | +17.8% | -20.3% | +38.1% | +39.0% |
| 3M | -37.0% | -15.1% | -21.9% | -28.4% |
| 6M | -37.7% | -15.1% | -22.6% | -30.1% |
| YTD | -51.4% | -21.8% | -29.6% | -43.7% |
| 1Y | -23.4% | -24.8% | +1.4% | -10.9% |
| 3Y | -30.8% | +51.9% | -82.6% | -50.5% |
| All | -55.4% | +146.0% | -201.5% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling