-44.0%
TSLL vs CMG
+20.5%
-64.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.0% | +3.8% | +5.7% |
| 7D | +0.5% | +4.1% | -3.6% | +0.3% |
| 30D | +2.7% | +20.5% | -17.9% | +1.9% |
| 3M | +26.3% | +14.5% | +11.8% | +25.4% |
| 6M | -37.2% | +14.8% | -52.0% | -37.9% |
| YTD | -44.2% | -1.0% | -43.3% | -41.3% |
| 1Y | -44.0% | +22.9% | -66.9% | -36.5% |
| All | -44.0% | +20.5% | -64.4% | -36.5% |
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