-49.1%
TSLL vs CNH
+4.2%
-53.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | +17.8% | +3.0% | +14.8% | +15.4% |
| 30D | +8.2% | -0.6% | +8.8% | +8.7% |
| 3M | +20.9% | +14.6% | +6.2% | +6.6% |
| 6M | -37.5% | +11.8% | -49.3% | -43.9% |
| YTD | -44.5% | +30.4% | -74.9% | -56.9% |
| 1Y | -33.0% | +19.1% | -52.0% | -44.5% |
| 3Y | -6.4% | +30.2% | -36.5% | -26.5% |
| All | -49.1% | +4.2% | -53.4% | -57.9% |
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