-18.4%
TSLL vs CME
+66.3%
-84.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.1% | +8.3% |
| 7D | -21.2% | +0.9% | -22.1% | -20.6% |
| 30D | -13.3% | +13.2% | -26.5% | -3.7% |
| 3M | +15.4% | +16.3% | -0.9% | +31.2% |
| 6M | -34.2% | +7.1% | -41.4% | -27.9% |
| YTD | -52.9% | +15.8% | -68.7% | -44.5% |
| 1Y | -54.3% | +17.1% | -71.4% | -45.4% |
| 3Y | -18.4% | +63.2% | -81.5% | +30.2% |
| All | -18.4% | +66.3% | -84.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling