-49.1%
TSLL vs CMG
+9.5%
-58.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | +17.8% | +2.5% | +15.4% | +15.8% |
| 30D | +8.2% | +15.6% | -7.3% | -4.5% |
| 3M | +20.9% | +8.2% | +12.7% | +10.1% |
| 6M | -37.5% | +9.9% | -47.4% | -47.2% |
| YTD | -44.5% | -4.6% | -39.9% | -47.3% |
| 1Y | -33.0% | +12.4% | -45.4% | -47.1% |
| 3Y | -6.4% | -18.0% | +11.6% | +2.0% |
| All | -49.1% | +9.5% | -58.7% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling