-3.8%
TSLL vs CSGP
-57.8%
+54.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.3% | -7.7% |
| 7D | -9.4% | +18.3% | -27.7% | -15.0% |
| 30D | +1.6% | +17.8% | -16.2% | -6.9% |
| 3M | +29.4% | +9.3% | +20.1% | +22.2% |
| 6M | -20.1% | -7.9% | -12.2% | -20.0% |
| YTD | -44.5% | -51.5% | +7.0% | -16.5% |
| 1Y | -46.0% | -53.3% | +7.3% | -16.7% |
| All | -3.8% | -57.8% | +54.0% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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