-51.9%
TSLL vs CMG
+14.7%
-66.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | +5.8% | -1.5% | +7.3% | +6.9% |
| 30D | +21.7% | +12.7% | +9.0% | +9.9% |
| 3M | -28.2% | +26.3% | -54.5% | -44.4% |
| 6M | -29.5% | +4.5% | -34.0% | -36.0% |
| YTD | -47.5% | -0.1% | -47.4% | -50.8% |
| 1Y | -20.8% | -6.8% | -14.0% | -23.1% |
| 3Y | -26.7% | -5.0% | -21.7% | -29.3% |
| All | -51.9% | +14.7% | -66.7% | -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