-49.1%
TSLL vs CFG
+109.2%
-158.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.4% |
| 7D | +17.8% | +3.2% | +14.6% | +14.2% |
| 30D | +8.2% | +5.1% | +3.1% | +3.4% |
| 3M | +20.9% | -11.2% | +32.1% | +36.6% |
| 6M | -37.5% | +9.6% | -47.1% | -43.2% |
| YTD | -44.5% | +15.0% | -59.5% | -53.0% |
| 1Y | -33.0% | +29.9% | -62.8% | -50.6% |
| 3Y | -6.4% | +192.1% | -198.5% | -63.7% |
| All | -49.1% | +109.2% | -158.3% | -72.2% |
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