-35.3%
TSLL vs CNH
+9.6%
-44.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.0% | -15.9% | -14.6% |
| 7D | +1.9% | +23.3% | -21.4% | -12.8% |
| 30D | +17.8% | +33.5% | -15.7% | -5.4% |
| 3M | -37.0% | +32.7% | -69.7% | -49.0% |
| 6M | -37.7% | +22.2% | -59.8% | -47.1% |
| YTD | -51.4% | +57.7% | -109.1% | -66.8% |
| 1Y | -23.4% | +28.0% | -51.3% | -38.4% |
| All | -35.3% | +9.6% | -44.9% | -45.3% |
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