-56.8%
TSLL vs CNH
+1.1%
-58.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.9% | +6.9% |
| 7D | -21.2% | -1.7% | -19.5% | -19.8% |
| 30D | -13.3% | -7.2% | -6.1% | -9.3% |
| 3M | +15.4% | +6.5% | +8.8% | +6.7% |
| 6M | -34.2% | +7.9% | -42.1% | -39.4% |
| YTD | -52.9% | +26.6% | -79.5% | -62.7% |
| 1Y | -54.3% | +13.8% | -68.1% | -60.9% |
| 3Y | -18.4% | +9.2% | -27.6% | -29.3% |
| All | -56.8% | +1.1% | -58.0% | -63.6% |
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