-51.7%
TSLL vs CMG
+11.5%
-63.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -11.0% | +8.0% | -19.0% | -16.4% |
| 30D | -5.3% | +13.7% | -19.0% | -15.2% |
| 3M | +20.8% | +11.8% | +9.1% | +7.4% |
| 6M | -36.0% | +10.6% | -46.6% | -46.2% |
| YTD | -47.3% | -2.9% | -44.4% | -50.5% |
| 1Y | -48.4% | +17.8% | -66.3% | -61.2% |
| 3Y | -5.4% | -15.3% | +9.9% | +0.4% |
| All | -51.7% | +11.5% | -63.2% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling