-46.0%
TSLL vs CPNG
-45.7%
-0.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +12.0% | -18.3% | -9.0% |
| 7D | -9.4% | +20.8% | -30.3% | -13.9% |
| 30D | +1.6% | +20.1% | -18.5% | -3.4% |
| 3M | +29.4% | +1.6% | +27.8% | +28.6% |
| 6M | -20.1% | -15.8% | -4.3% | -19.3% |
| YTD | -44.5% | -27.7% | -16.8% | -47.3% |
| 1Y | -46.0% | -46.9% | +0.9% | -41.8% |
| All | -46.0% | -45.7% | -0.3% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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