-35.3%
TSLL vs CNC
+9.2%
-44.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -11.9% |
| 7D | +1.9% | +3.5% | -1.6% | +2.0% |
| 30D | +17.8% | +0.1% | +17.7% | +17.8% |
| 3M | -37.0% | +6.9% | -43.9% | -36.8% |
| 6M | -37.7% | +49.0% | -86.7% | -36.4% |
| YTD | -51.4% | +62.9% | -114.3% | -50.2% |
| 1Y | -23.4% | +134.0% | -157.4% | -20.0% |
| All | -35.3% | +9.2% | -44.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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