-24.9%
TSLL vs CG
+48.3%
-73.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.5% | -15.4% | -14.3% |
| 7D | -28.9% | -1.5% | -27.4% | -27.0% |
| 30D | -21.4% | +2.8% | -24.2% | -24.1% |
| 3M | +5.0% | -19.2% | +24.2% | +34.2% |
| 6M | -36.6% | -21.0% | -15.6% | -18.0% |
| YTD | -56.6% | -31.0% | -25.7% | -35.8% |
| 1Y | -60.9% | -21.1% | -39.8% | -52.0% |
| All | -24.9% | +48.3% | -73.1% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling