-55.4%
TSLL vs CG
+53.7%
-109.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -10.0% |
| 7D | +1.9% | -4.3% | +6.2% | +7.4% |
| 30D | +17.8% | -5.1% | +22.8% | +25.2% |
| 3M | -37.0% | +8.7% | -45.7% | -42.9% |
| 6M | -37.7% | -9.2% | -28.4% | -31.3% |
| YTD | -51.4% | -18.9% | -32.5% | -40.6% |
| 1Y | -23.4% | -25.6% | +2.3% | +1.1% |
| 3Y | -30.8% | +57.3% | -88.1% | -56.0% |
| All | -55.4% | +53.7% | -109.1% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling