-35.3%
TSLL vs CPNG
-19.5%
-15.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -11.1% |
| 7D | +1.9% | -7.4% | +9.3% | +5.9% |
| 30D | +17.8% | -4.4% | +22.2% | +20.3% |
| 3M | -37.0% | -7.5% | -29.5% | -35.2% |
| 6M | -37.7% | -19.9% | -17.7% | -32.1% |
| YTD | -51.4% | -35.2% | -16.2% | -40.5% |
| 1Y | -23.4% | -46.8% | +23.4% | +5.2% |
| All | -35.3% | -19.5% | -15.8% | -34.1% |
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