-23.4%
TSLL vs CFG
+40.4%
-63.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.8% |
| 7D | +1.9% | +1.5% | +0.4% | +0.9% |
| 30D | +17.8% | -3.8% | +21.6% | +20.6% |
| 3M | -37.0% | +11.5% | -48.5% | -40.7% |
| 6M | -37.7% | +19.2% | -56.9% | -44.5% |
| YTD | -51.4% | +23.7% | -75.1% | -57.5% |
| 1Y | -23.4% | +38.8% | -62.2% | -35.7% |
| All | -23.4% | +40.4% | -63.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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