-33.3%
TSLL vs CNI
+20.0%
-53.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -12.0% |
| 7D | +1.9% | -2.1% | +4.0% | +4.2% |
| 30D | +17.8% | -3.3% | +21.0% | +22.3% |
| 3M | -37.0% | +3.8% | -40.8% | -40.8% |
| 6M | -37.7% | +12.7% | -50.3% | -47.8% |
| YTD | -51.4% | +26.3% | -77.6% | -65.9% |
| 1Y | -23.4% | +29.9% | -53.3% | -48.6% |
| All | -33.3% | +20.0% | -53.3% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling