-5.4%
TSLL vs CNH
+31.3%
-36.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +3.8% |
| 7D | -11.0% | +4.5% | -15.5% | -13.0% |
| 30D | -5.3% | +7.6% | -12.9% | -9.7% |
| 3M | +20.8% | +17.0% | +3.8% | +4.1% |
| 6M | -36.0% | +12.9% | -48.9% | -43.2% |
| YTD | -47.3% | +34.3% | -81.5% | -60.9% |
| 1Y | -48.4% | +28.5% | -77.0% | -60.7% |
| 3Y | -5.4% | +31.9% | -37.3% | -28.3% |
| All | -5.4% | +31.3% | -36.8% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling