-55.4%
TSLL vs CMS
+13.5%
-69.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.7% | -11.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +17.8% | -3.6% | +21.4% | +17.7% |
| 3M | -37.0% | -1.9% | -35.1% | -37.7% |
| 6M | -37.7% | -11.0% | -26.7% | -37.5% |
| YTD | -51.4% | +0.2% | -51.6% | -52.2% |
| 1Y | -23.4% | -1.3% | -22.0% | -24.6% |
| 3Y | -30.8% | +35.9% | -66.7% | -42.6% |
| All | -55.4% | +13.5% | -69.0% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling