-55.4%
TSLL vs CP
+18.6%
-74.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.1% |
| 7D | +1.9% | -2.7% | +4.6% | +4.4% |
| 30D | +17.8% | +0.2% | +17.6% | +18.0% |
| 3M | -37.0% | +2.6% | -39.6% | -39.0% |
| 6M | -37.7% | +6.0% | -43.6% | -41.8% |
| YTD | -51.4% | +24.9% | -76.3% | -62.0% |
| 1Y | -23.4% | +20.1% | -43.5% | -37.9% |
| 3Y | -30.8% | +16.4% | -47.2% | -42.8% |
| All | -55.4% | +18.6% | -74.1% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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