-54.3%
TSLL vs CMS
-1.6%
-52.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.8% | +6.7% |
| 7D | -21.2% | -1.3% | -19.9% | -22.1% |
| 30D | -13.3% | +6.3% | -19.6% | -8.1% |
| 3M | +15.4% | -2.1% | +17.4% | +13.7% |
| 6M | -34.2% | -5.1% | -29.1% | -36.9% |
| YTD | -52.9% | +1.3% | -54.2% | -54.8% |
| 1Y | -54.3% | -1.4% | -52.9% | -55.9% |
| All | -54.3% | -1.6% | -52.7% | -55.9% |
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