-23.4%
TSLL vs CNI
+29.8%
-53.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -11.9% |
| 7D | +1.9% | -2.1% | +4.0% | +2.1% |
| 30D | +17.8% | -3.3% | +21.0% | +18.2% |
| 3M | -37.0% | +3.8% | -40.8% | -37.8% |
| 6M | -37.7% | +12.7% | -50.3% | -40.8% |
| YTD | -51.4% | +26.3% | -77.6% | -55.9% |
| 1Y | -23.4% | +29.9% | -53.3% | -30.3% |
| All | -23.4% | +29.8% | -53.1% | -30.3% |
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