-56.8%
TSLL vs CI
+11.7%
-68.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.3% | +8.7% |
| 7D | -21.2% | -1.6% | -19.7% | -21.2% |
| 30D | -13.3% | +5.4% | -18.7% | -13.6% |
| 3M | +15.4% | +7.3% | +8.1% | +14.8% |
| 6M | -34.2% | +5.3% | -39.5% | -34.7% |
| YTD | -52.9% | +8.5% | -61.4% | -53.5% |
| 1Y | -54.3% | +17.1% | -71.5% | -55.5% |
| 3Y | -18.4% | +1.4% | -19.8% | -18.1% |
| All | -56.8% | +11.7% | -68.6% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling