-52.1%
TSLL vs CNH
+12.2%
-64.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.9% | 0.0% | +3.9% |
| 7D | -14.3% | +8.6% | -22.9% | -18.1% |
| 30D | -6.2% | +12.6% | -18.7% | -12.9% |
| 3M | +21.2% | +17.5% | +3.7% | +5.4% |
| 6M | -36.6% | +18.1% | -54.7% | -44.8% |
| YTD | -47.8% | +40.4% | -88.2% | -61.2% |
| 1Y | -45.2% | +34.0% | -79.2% | -58.2% |
| 3Y | -3.3% | +35.3% | -38.5% | -25.9% |
| All | -52.1% | +12.2% | -64.3% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling