-48.9%
TSLL vs CMI
-0.9%
-48.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +7.6% |
| 7D | -14.3% | -6.8% | -7.5% | -8.1% |
| 30D | -6.2% | -10.9% | +4.7% | +4.3% |
| 3M | +21.2% | -27.3% | +48.5% | +58.3% |
| 6M | -36.6% | -30.9% | -5.7% | -13.1% |
| YTD | -47.8% | -7.7% | -40.1% | -48.7% |
| All | -48.9% | -0.9% | -48.1% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling