-35.3%
TSLL vs CI
+7.7%
-43.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.9% |
| 7D | +1.9% | +1.3% | +0.6% | +2.0% |
| 30D | +17.8% | +4.4% | +13.3% | +17.9% |
| 3M | -37.0% | +0.7% | -37.7% | -37.0% |
| 6M | -37.7% | +0.3% | -38.0% | -37.7% |
| YTD | -51.4% | +3.8% | -55.2% | -51.5% |
| 1Y | -23.4% | -5.5% | -17.9% | -23.0% |
| All | -35.3% | +7.7% | -43.0% | -33.4% |
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