-52.1%
TSLL vs CMG
+10.9%
-63.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +8.1% |
| 7D | -14.3% | +8.6% | -22.9% | -19.9% |
| 30D | -6.2% | +13.1% | -19.3% | -15.6% |
| 3M | +21.2% | +9.0% | +12.2% | +9.9% |
| 6M | -36.6% | +10.0% | -46.6% | -46.5% |
| YTD | -47.8% | -3.4% | -44.4% | -50.8% |
| 1Y | -45.2% | +16.8% | -62.1% | -58.5% |
| 3Y | -3.3% | -14.7% | +11.5% | +1.7% |
| All | -52.1% | +10.9% | -63.1% | -64.6% |
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