-51.9%
TSLL vs CNI
+4.9%
-56.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.8% | +7.8% |
| 7D | +5.8% | +2.5% | +3.3% | +3.2% |
| 30D | +21.7% | -2.5% | +24.2% | +25.4% |
| 3M | -28.2% | +2.7% | -30.9% | -31.6% |
| 6M | -29.5% | +16.9% | -46.4% | -43.0% |
| YTD | -47.5% | +26.3% | -73.9% | -62.3% |
| 1Y | -20.8% | +31.1% | -51.9% | -45.9% |
| 3Y | -26.7% | +21.1% | -47.8% | -44.3% |
| All | -51.9% | +4.9% | -56.9% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling