+5.0%
TSLL vs CI
+13.0%
-8.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.3% | -20.6% | -22.7% |
| 7D | -28.9% | +1.0% | -29.9% | -28.0% |
| 30D | -21.4% | +9.9% | -31.3% | -17.0% |
| 3M | +5.0% | +12.1% | -7.1% | +14.5% |
| All | +5.0% | +13.0% | -8.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 3mo: compounded portfolio wealth divided by compounded CI 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…
3mo analysis · Full analysis span regression · Available span rolling