-49.1%
TSLL vs CPNG
-20.7%
-28.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.3% |
| 7D | +17.8% | -6.8% | +24.6% | +22.3% |
| 30D | +8.2% | +5.5% | +2.8% | +3.7% |
| 3M | +20.9% | -6.8% | +27.6% | +23.9% |
| 6M | -37.5% | -4.8% | -32.7% | -37.6% |
| YTD | -44.5% | -35.6% | -8.9% | -31.6% |
| 1Y | -33.0% | -46.8% | +13.8% | -7.1% |
| 3Y | -6.4% | -0.8% | -5.6% | -17.7% |
| All | -49.1% | -20.7% | -28.5% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling