-37.0%
TSLL vs CMI
-16.3%
-20.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.8% | -14.6% | -14.4% |
| 7D | +1.9% | -0.7% | +2.6% | +2.6% |
| 30D | +17.8% | -13.4% | +31.2% | +36.7% |
| 3M | -37.0% | -17.0% | -20.0% | -22.8% |
| All | -37.0% | -16.3% | -20.7% | -22.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling