-46.0%
TSLL vs CNP
+8.7%
-54.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.5% | -2.8% | -8.5% |
| 7D | -9.4% | -1.3% | -8.1% | -10.1% |
| 30D | +1.6% | +8.7% | -7.1% | +8.4% |
| 3M | +29.4% | -0.7% | +30.1% | +27.2% |
| 6M | -20.1% | -4.2% | -16.0% | -23.6% |
| YTD | -44.5% | +8.9% | -53.4% | -44.3% |
| 1Y | -46.0% | +8.3% | -54.4% | -46.0% |
| All | -46.0% | +8.7% | -54.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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