-55.4%
TSLL vs CPB
-49.2%
-6.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.4% | -8.5% | -12.3% |
| 7D | +1.9% | -8.6% | +10.5% | +0.5% |
| 30D | +17.8% | -7.2% | +25.0% | +16.3% |
| 3M | -37.0% | +0.9% | -37.9% | -36.6% |
| 6M | -37.7% | -11.8% | -25.9% | -38.5% |
| YTD | -51.4% | -19.4% | -32.0% | -52.5% |
| 1Y | -23.4% | -30.4% | +7.0% | -26.0% |
| 3Y | -30.8% | -40.2% | +9.4% | -34.8% |
| All | -55.4% | -49.2% | -6.2% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling