-20.8%
TSLL vs CMI
+42.6%
-63.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.1% | +7.7% | +7.8% |
| 7D | +5.8% | +1.9% | +3.9% | +4.0% |
| 30D | +21.7% | -12.5% | +34.2% | +34.0% |
| 3M | -28.2% | -16.2% | -12.0% | -18.4% |
| 6M | -29.5% | +4.9% | -34.3% | -31.7% |
| YTD | -47.5% | +11.1% | -58.7% | -51.0% |
| 1Y | -20.8% | +43.4% | -64.2% | -22.7% |
| All | -20.8% | +42.6% | -63.4% | -22.7% |
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