-60.3%
TSLL vs CPB
-44.3%
-16.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.7% | -22.6% | -21.8% |
| 7D | -28.9% | +11.6% | -40.5% | -27.4% |
| 30D | -21.4% | +23.3% | -44.8% | -18.2% |
| 3M | +5.0% | +1.6% | +3.3% | +6.2% |
| 6M | -36.6% | +13.9% | -50.5% | -34.3% |
| YTD | -56.6% | -11.7% | -45.0% | -56.6% |
| 1Y | -60.9% | -18.2% | -42.6% | -61.2% |
| 3Y | -25.2% | -35.2% | +10.0% | -28.3% |
| All | -60.3% | -44.3% | -16.0% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling