-55.4%
TSLL vs CSGP
-57.3%
+1.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.4% | -10.5% |
| 7D | +1.9% | -4.1% | +6.0% | +4.4% |
| 30D | +17.8% | +2.3% | +15.4% | +16.3% |
| 3M | -37.0% | -8.2% | -28.8% | -35.3% |
| 6M | -37.7% | -35.1% | -2.6% | -20.2% |
| YTD | -51.4% | -54.0% | +2.7% | -21.8% |
| 1Y | -23.4% | -65.3% | +41.9% | +54.8% |
| 3Y | -30.8% | -62.6% | +31.8% | +26.9% |
| All | -55.4% | -57.3% | +1.9% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling