-46.0%
TSLL vs CMG
+12.0%
-58.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.8% | -12.2% | -6.6% |
| 7D | -9.4% | +22.5% | -32.0% | -10.6% |
| 30D | +1.6% | +14.1% | -12.5% | +0.6% |
| 3M | +29.4% | +4.1% | +25.3% | +29.1% |
| 6M | -20.1% | +10.1% | -30.2% | -21.6% |
| YTD | -44.5% | -4.9% | -39.6% | -41.8% |
| 1Y | -46.0% | +10.9% | -56.9% | -43.2% |
| All | -46.0% | +12.0% | -58.0% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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