-46.0%
TSLL vs CNI
+37.5%
-83.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.3% |
| 7D | -9.4% | +3.7% | -13.2% | -9.5% |
| 30D | +1.6% | +8.1% | -6.5% | +1.5% |
| 3M | +29.4% | +1.9% | +27.5% | +28.9% |
| 6M | -20.1% | +19.2% | -39.3% | -21.4% |
| YTD | -44.5% | +32.7% | -77.2% | -46.5% |
| 1Y | -46.0% | +37.0% | -83.0% | -48.9% |
| All | -46.0% | +37.5% | -83.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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