-48.9%
TSLL vs CNH
+33.2%
-82.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.9% | 0.0% | +6.5% |
| 7D | -14.3% | +8.6% | -22.9% | -16.8% |
| 30D | -6.2% | +12.6% | -18.7% | -10.2% |
| 3M | +21.2% | +17.5% | +3.7% | +9.9% |
| 6M | -36.6% | +18.1% | -54.7% | -42.7% |
| YTD | -47.8% | +40.4% | -88.2% | -54.1% |
| All | -48.9% | +33.2% | -82.1% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling