-18.4%
TSLL vs CPNG
-3.9%
-14.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +9.0% |
| 7D | -21.2% | +13.4% | -34.6% | -26.4% |
| 30D | -13.3% | +10.0% | -23.3% | -17.9% |
| 3M | +15.4% | -0.4% | +15.8% | +14.6% |
| 6M | -34.2% | -8.9% | -25.3% | -32.5% |
| YTD | -52.9% | -30.9% | -22.0% | -44.5% |
| 1Y | -54.3% | -43.8% | -10.5% | -38.7% |
| 3Y | -18.4% | -2.5% | -15.9% | -25.7% |
| All | -18.4% | -3.9% | -14.5% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling