-60.3%
TSLL vs CME
+82.5%
-142.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.3% | -21.6% | -22.0% |
| 7D | -28.9% | +3.7% | -32.5% | -28.0% |
| 30D | -21.4% | +13.7% | -35.2% | -17.8% |
| 3M | +5.0% | +16.6% | -11.6% | +10.8% |
| 6M | -36.6% | +8.2% | -44.7% | -32.9% |
| YTD | -56.6% | +16.3% | -73.0% | -53.7% |
| 1Y | -60.9% | +19.1% | -80.0% | -58.1% |
| 3Y | -25.2% | +67.4% | -92.6% | -29.8% |
| All | -60.3% | +82.5% | -142.8% | -67.0% |
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 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