-44.0%
TSLL vs CME
+17.5%
-61.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +7.4% |
| 7D | +0.5% | +2.5% | -2.0% | +2.2% |
| 30D | +2.7% | +13.9% | -11.3% | +13.6% |
| 3M | +26.3% | +22.4% | +3.9% | +47.7% |
| 6M | -37.2% | +12.9% | -50.1% | -27.7% |
| YTD | -44.2% | +19.6% | -63.8% | -35.2% |
| 1Y | -44.0% | +17.7% | -61.6% | -36.0% |
| All | -44.0% | +17.5% | -61.5% | -36.0% |
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