-48.9%
TSLL vs CMG
+15.7%
-64.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +10.8% |
| 7D | -14.3% | +8.6% | -22.9% | -14.6% |
| 30D | -6.2% | +13.1% | -19.3% | -6.7% |
| 3M | +21.2% | +9.0% | +12.2% | +20.6% |
| 6M | -36.6% | +10.0% | -46.6% | -37.0% |
| YTD | -47.8% | -3.4% | -44.4% | -45.1% |
| All | -48.9% | +15.7% | -64.6% | -43.6% |
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 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