-60.3%
TSLL vs CMS
+17.2%
-77.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.4% | -21.5% | -21.9% |
| 7D | -28.9% | +1.7% | -30.6% | -28.8% |
| 30D | -21.4% | +8.6% | -30.1% | -21.3% |
| 3M | +5.0% | -0.5% | +5.5% | +5.1% |
| 6M | -36.6% | -4.2% | -32.4% | -36.6% |
| YTD | -56.6% | +3.4% | -60.1% | -57.3% |
| 1Y | -60.9% | +0.4% | -61.3% | -61.2% |
| 3Y | -25.2% | +38.2% | -63.4% | -37.4% |
| All | -60.3% | +17.2% | -77.5% | -60.8% |
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