-23.4%
TSLL vs CMS
-1.9%
-21.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.7% | -12.0% |
| 7D | +1.9% | +0.4% | +1.5% | +2.1% |
| 30D | +17.8% | -3.6% | +21.4% | +14.1% |
| 3M | -37.0% | -1.9% | -35.1% | -39.6% |
| 6M | -37.7% | -11.0% | -26.7% | -41.8% |
| YTD | -51.4% | +0.2% | -51.6% | -52.2% |
| 1Y | -23.4% | -1.3% | -22.0% | -25.0% |
| All | -23.4% | -1.9% | -21.5% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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