-48.4%
TSLL vs CPB
-21.8%
-26.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.5% |
| 7D | -11.0% | +2.9% | -13.9% | -9.9% |
| 30D | -5.3% | +17.6% | -22.9% | +0.5% |
| 3M | +20.8% | +2.0% | +18.8% | +23.4% |
| 6M | -36.0% | +11.6% | -47.6% | -31.5% |
| YTD | -47.3% | -13.8% | -33.5% | -50.2% |
| 1Y | -48.4% | -21.6% | -26.9% | -56.4% |
| All | -48.4% | -21.8% | -26.6% | -56.4% |
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