-18.4%
TSLL vs CNI
+18.4%
-36.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.9% | +10.6% | +10.6% |
| 7D | -21.2% | +0.3% | -21.5% | -21.3% |
| 30D | -13.3% | +7.2% | -20.5% | -19.3% |
| 3M | +15.4% | -1.3% | +16.7% | +17.2% |
| 6M | -34.2% | +11.8% | -46.0% | -43.4% |
| YTD | -52.9% | +27.7% | -80.6% | -67.3% |
| 1Y | -54.3% | +33.5% | -87.8% | -70.6% |
| 3Y | -18.4% | +19.3% | -37.7% | -40.5% |
| All | -18.4% | +18.4% | -36.7% | -40.5% |
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