-52.0%
TSLL vs CMI
+178.1%
-230.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +1.2% |
| 7D | +5.1% | +0.7% | +4.4% | +3.6% |
| 30D | +20.0% | -12.3% | +32.3% | +38.0% |
| 3M | -23.8% | -16.8% | -7.0% | -7.2% |
| 6M | -30.3% | +1.5% | -31.8% | -34.3% |
| YTD | -47.7% | +9.8% | -57.4% | -56.5% |
| 1Y | -21.2% | +42.6% | -63.8% | -54.5% |
| 3Y | -26.9% | +151.0% | -177.9% | -75.1% |
| All | -52.0% | +178.1% | -230.2% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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