-55.4%
TSLL vs CNP
+39.2%
-94.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.1% | -11.7% |
| 7D | +1.9% | +1.1% | +0.8% | +1.7% |
| 30D | +17.8% | -1.8% | +19.6% | +18.2% |
| 3M | -37.0% | -4.6% | -32.4% | -37.1% |
| 6M | -37.7% | -8.8% | -28.8% | -36.8% |
| YTD | -51.4% | +5.2% | -56.6% | -53.8% |
| 1Y | -23.4% | +8.3% | -31.7% | -28.2% |
| 3Y | -30.8% | +54.9% | -85.7% | -46.6% |
| All | -55.4% | +39.2% | -94.7% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling