+5.0%
TSLL vs CFG
-13.1%
+18.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.1% | -18.7% | -20.2% |
| 7D | -28.9% | -2.2% | -26.7% | -27.2% |
| 30D | -21.4% | +0.4% | -21.8% | -19.6% |
| 3M | +5.0% | -12.6% | +17.6% | +1.5% |
| All | +5.0% | -13.1% | +18.0% | +1.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling