-60.3%
TSLL vs CG
+30.8%
-91.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.5% | -15.4% | -14.7% |
| 7D | -28.9% | -1.5% | -27.4% | -27.0% |
| 30D | -21.4% | +2.8% | -24.2% | -24.0% |
| 3M | +5.0% | -19.2% | +24.2% | +32.4% |
| 6M | -36.6% | -21.0% | -15.6% | -19.1% |
| YTD | -56.6% | -31.0% | -25.7% | -37.1% |
| 1Y | -60.9% | -21.1% | -39.8% | -52.0% |
| 3Y | -25.2% | +48.8% | -74.0% | -49.2% |
| All | -60.3% | +30.8% | -91.0% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling