-53.9%
TSLL vs CMG
+11.4%
-65.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.7% | +11.4% | +8.7% |
| 7D | -21.2% | +8.0% | -29.2% | -21.5% |
| 30D | -13.3% | +11.9% | -25.2% | -13.9% |
| 3M | +15.4% | +2.1% | +13.3% | +15.2% |
| 6M | -34.2% | +5.2% | -39.4% | -34.5% |
| YTD | -52.9% | -6.9% | -46.0% | -50.4% |
| All | -53.9% | +11.4% | -65.4% | -49.1% |
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