-52.1%
TSLL vs CPB
-45.0%
-7.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.2% | +12.1% | +10.7% |
| 7D | -14.3% | +3.3% | -17.6% | -13.7% |
| 30D | -6.2% | +19.0% | -25.2% | -2.9% |
| 3M | +21.2% | +0.4% | +20.7% | +22.4% |
| 6M | -36.6% | +13.0% | -49.6% | -34.5% |
| YTD | -47.8% | -12.7% | -35.0% | -47.8% |
| 1Y | -45.2% | -20.9% | -24.4% | -45.9% |
| 3Y | -3.3% | -35.4% | +32.1% | -7.3% |
| All | -52.1% | -45.0% | -7.1% | -57.4% |
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 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