-24.9%
TSLL vs CI
+2.7%
-27.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.3% | -20.6% | -22.0% |
| 7D | -28.9% | +1.0% | -29.9% | -28.8% |
| 30D | -21.4% | +9.9% | -31.3% | -20.9% |
| 3M | +5.0% | +12.1% | -7.1% | +5.8% |
| 6M | -36.6% | +10.6% | -47.2% | -36.2% |
| YTD | -56.6% | +11.4% | -68.0% | -56.4% |
| 1Y | -60.9% | +18.8% | -79.6% | -60.8% |
| All | -24.9% | +2.7% | -27.5% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling