-54.3%
TSLL vs CG
-21.8%
-32.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +9.1% |
| 7D | -21.2% | -1.2% | -20.0% | -19.7% |
| 30D | -13.3% | +5.0% | -18.3% | -15.3% |
| 3M | +15.4% | -18.2% | +33.6% | +33.6% |
| 6M | -34.2% | -20.7% | -13.5% | -22.2% |
| YTD | -52.9% | -31.4% | -21.5% | -40.2% |
| 1Y | -54.3% | -22.3% | -32.1% | -50.1% |
| All | -54.3% | -21.8% | -32.5% | -50.1% |
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