-53.9%
TSLL vs CMI
-4.3%
-49.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.4% |
| 7D | -21.2% | -10.0% | -11.2% | -13.1% |
| 30D | -13.3% | -13.0% | -0.3% | -1.6% |
| 3M | +15.4% | -29.9% | +45.2% | +55.2% |
| 6M | -34.2% | -36.7% | +2.5% | -4.3% |
| YTD | -52.9% | -10.9% | -42.0% | -52.3% |
| All | -53.9% | -4.3% | -49.6% | -57.9% |
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