-52.1%
TSLL vs CMI
+133.9%
-186.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +6.7% |
| 7D | -14.3% | -6.8% | -7.5% | -5.8% |
| 30D | -6.2% | -10.9% | +4.7% | +8.4% |
| 3M | +21.2% | -27.3% | +48.5% | +74.6% |
| 6M | -36.6% | -30.9% | -5.7% | -2.7% |
| YTD | -47.8% | -7.7% | -40.1% | -46.6% |
| 1Y | -45.2% | 0.0% | -45.2% | -49.3% |
| 3Y | -3.3% | +130.1% | -133.3% | -62.3% |
| All | -52.1% | +133.9% | -186.0% | -82.3% |
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