-46.0%
TSLL vs CG
-14.1%
-31.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.5% | -10.8% | -9.0% |
| 7D | -9.4% | +9.4% | -18.9% | -14.6% |
| 30D | +1.6% | +8.7% | -7.2% | -4.1% |
| 3M | +29.4% | -15.0% | +44.4% | +44.7% |
| 6M | -20.1% | -13.2% | -6.9% | -12.0% |
| YTD | -44.5% | -26.2% | -18.4% | -33.5% |
| 1Y | -46.0% | -14.1% | -31.9% | -46.6% |
| All | -46.0% | -14.1% | -31.9% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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