-52.1%
TSLL vs CPNG
-14.3%
-37.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.5% |
| 7D | -14.3% | +11.7% | -26.0% | -20.0% |
| 30D | -6.2% | +3.8% | -9.9% | -8.8% |
| 3M | +21.2% | +1.2% | +20.0% | +18.9% |
| 6M | -36.6% | -3.3% | -33.3% | -37.1% |
| YTD | -47.8% | -30.4% | -17.4% | -38.2% |
| 1Y | -45.2% | -43.1% | -2.1% | -26.5% |
| 3Y | -3.3% | +8.2% | -11.5% | -19.0% |
| All | -52.1% | -14.3% | -37.9% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling