-51.7%
TSLL vs CPNG
-14.7%
-37.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | -11.0% | +7.2% | -18.2% | -14.9% |
| 30D | -5.3% | +3.2% | -8.5% | -7.7% |
| 3M | +20.8% | +0.9% | +20.0% | +18.7% |
| 6M | -36.0% | -3.8% | -32.2% | -36.4% |
| YTD | -47.3% | -30.8% | -16.5% | -37.5% |
| 1Y | -48.4% | -43.5% | -4.9% | -30.5% |
| 3Y | -5.4% | +6.6% | -12.0% | -20.0% |
| All | -51.7% | -14.7% | -37.0% | -53.8% |
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 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