-33.0%
TSLL vs CMS
-2.7%
-30.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -2.1% |
| 7D | +17.8% | +1.7% | +16.1% | +19.9% |
| 30D | +8.2% | +6.2% | +2.1% | +15.2% |
| 3M | +20.9% | +0.6% | +20.2% | +22.2% |
| 6M | -37.5% | -1.8% | -35.7% | -38.5% |
| YTD | -44.5% | +3.8% | -48.3% | -44.4% |
| 1Y | -33.0% | -1.8% | -31.2% | -31.1% |
| All | -33.0% | -2.7% | -30.3% | -31.1% |
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