-56.8%
TSLL vs CFG
+102.7%
-159.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.6% | +9.6% |
| 7D | -21.2% | -0.9% | -20.3% | -20.0% |
| 30D | -13.3% | +1.1% | -14.4% | -13.9% |
| 3M | +15.4% | -12.0% | +27.4% | +31.3% |
| 6M | -34.2% | -2.2% | -32.0% | -33.1% |
| YTD | -52.9% | +11.4% | -64.3% | -58.9% |
| 1Y | -54.3% | +27.8% | -82.2% | -65.9% |
| 3Y | -18.4% | +173.3% | -191.7% | -66.4% |
| All | -56.8% | +102.7% | -159.5% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling