-23.4%
TSLL vs CMG
-11.4%
-12.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.5% |
| 7D | +1.9% | -2.8% | +4.7% | +2.4% |
| 30D | +17.8% | +7.1% | +10.6% | +15.9% |
| 3M | -37.0% | +31.2% | -68.2% | -42.1% |
| 6M | -37.7% | +0.7% | -38.4% | -37.2% |
| YTD | -51.4% | -0.1% | -51.3% | -50.7% |
| 1Y | -23.4% | -10.7% | -12.6% | -14.8% |
| All | -23.4% | -11.4% | -12.0% | -14.8% |
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