-48.9%
TSLL vs CPNG
-44.3%
-4.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.7% |
| 7D | -14.3% | +11.7% | -26.0% | -16.7% |
| 30D | -6.2% | +3.8% | -9.9% | -6.8% |
| 3M | +21.2% | +1.2% | +20.0% | +20.8% |
| 6M | -36.6% | -3.3% | -33.3% | -36.8% |
| YTD | -47.8% | -30.4% | -17.4% | -49.5% |
| All | -48.9% | -44.3% | -4.6% | -43.6% |
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