-33.0%
TSLL vs CFG
+28.3%
-61.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.2% |
| 7D | +17.8% | +3.2% | +14.6% | +15.3% |
| 30D | +8.2% | +5.1% | +3.1% | +5.5% |
| 3M | +20.9% | -11.2% | +32.1% | +30.8% |
| 6M | -37.5% | +9.6% | -47.1% | -39.9% |
| YTD | -44.5% | +15.0% | -59.5% | -48.7% |
| 1Y | -33.0% | +29.9% | -62.8% | -38.9% |
| All | -33.0% | +28.3% | -61.3% | -38.9% |
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