-56.8%
TSLL vs CG
+29.9%
-86.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +9.4% |
| 7D | -21.2% | -1.2% | -20.0% | -19.5% |
| 30D | -13.3% | +5.0% | -18.3% | -18.1% |
| 3M | +15.4% | -18.2% | +33.6% | +43.4% |
| 6M | -34.2% | -20.7% | -13.5% | -16.5% |
| YTD | -52.9% | -31.4% | -21.5% | -31.3% |
| 1Y | -54.3% | -22.3% | -32.1% | -43.0% |
| 3Y | -18.4% | +50.2% | -68.5% | -45.0% |
| All | -56.8% | +29.9% | -86.8% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling