+29.4%
TSLL vs CME
+18.1%
+11.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.4% | -7.7% | -5.3% |
| 7D | -9.4% | +4.8% | -14.3% | -6.3% |
| 30D | +1.6% | +14.2% | -12.6% | +7.3% |
| 3M | +29.4% | +17.9% | +11.5% | +48.7% |
| All | +29.4% | +18.1% | +11.3% | +48.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling