-56.8%
TSLL vs CME
+81.7%
-138.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.1% | +8.5% |
| 7D | -21.2% | +0.9% | -22.1% | -21.0% |
| 30D | -13.3% | +13.2% | -26.5% | -9.4% |
| 3M | +15.4% | +16.3% | -0.9% | +21.7% |
| 6M | -34.2% | +7.1% | -41.4% | -30.6% |
| YTD | -52.9% | +15.8% | -68.7% | -49.8% |
| 1Y | -54.3% | +17.1% | -71.4% | -51.2% |
| 3Y | -18.4% | +63.2% | -81.5% | -22.0% |
| All | -56.8% | +81.7% | -138.5% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling