-23.4%
TSLL vs CPB
-32.6%
+9.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.4% | -8.5% | -12.8% |
| 7D | +1.9% | -8.6% | +10.5% | -0.9% |
| 30D | +17.8% | -7.2% | +25.0% | +14.7% |
| 3M | -37.0% | +0.9% | -37.9% | -35.9% |
| 6M | -37.7% | -11.8% | -25.9% | -40.7% |
| YTD | -51.4% | -19.4% | -32.0% | -54.8% |
| 1Y | -23.4% | -30.4% | +7.0% | -30.7% |
| All | -23.4% | -32.6% | +9.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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