-56.8%
TSLL vs CNP
+42.7%
-99.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +8.1% |
| 7D | -21.2% | -4.2% | -17.0% | -20.1% |
| 30D | -13.3% | +5.5% | -18.8% | -14.3% |
| 3M | +15.4% | +0.6% | +14.8% | +15.4% |
| 6M | -34.2% | -2.8% | -31.4% | -34.3% |
| YTD | -52.9% | +7.9% | -60.8% | -55.4% |
| 1Y | -54.3% | +6.7% | -61.0% | -56.6% |
| 3Y | -18.4% | +61.1% | -79.5% | -37.8% |
| All | -56.8% | +42.7% | -99.6% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling