-46.0%
TSLL vs CME
+19.8%
-65.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.4% | -7.7% | -5.2% |
| 7D | -9.4% | +4.8% | -14.3% | -5.9% |
| 30D | +1.6% | +14.2% | -12.6% | +13.0% |
| 3M | +29.4% | +17.9% | +11.5% | +48.2% |
| 6M | -20.1% | +7.2% | -27.4% | -11.7% |
| YTD | -44.5% | +16.7% | -61.2% | -35.0% |
| 1Y | -46.0% | +19.6% | -65.6% | -33.8% |
| All | -46.0% | +19.8% | -65.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling