-6.4%
TSLL vs CNI
+21.4%
-27.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.2% |
| 7D | +17.8% | +2.5% | +15.3% | +15.2% |
| 30D | +8.2% | +6.1% | +2.1% | +2.2% |
| 3M | +20.9% | +0.1% | +20.7% | +21.2% |
| 6M | -37.5% | +14.9% | -52.4% | -47.4% |
| YTD | -44.5% | +30.9% | -75.4% | -62.3% |
| 1Y | -33.0% | +33.9% | -66.9% | -56.2% |
| 3Y | -6.4% | +20.2% | -26.6% | -31.2% |
| All | -6.4% | +21.4% | -27.8% | -31.2% |
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