-24.9%
TSLL vs CMS
+38.3%
-63.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.4% | -21.5% | -22.1% |
| 7D | -28.9% | +1.7% | -30.6% | -28.3% |
| 30D | -21.4% | +8.6% | -30.1% | -18.0% |
| 3M | +5.0% | -0.5% | +5.5% | +5.2% |
| 6M | -36.6% | -4.2% | -32.4% | -37.1% |
| YTD | -56.6% | +3.4% | -60.1% | -56.0% |
| 1Y | -60.9% | +0.4% | -61.3% | -60.5% |
| All | -24.9% | +38.3% | -63.2% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling