-49.1%
TSLL vs CSGP
-55.0%
+5.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.3% | -8.1% |
| 7D | -9.4% | +18.3% | -27.7% | -16.5% |
| 30D | +1.6% | +17.8% | -16.2% | -8.9% |
| 3M | +29.4% | +9.3% | +20.1% | +20.2% |
| 6M | -20.1% | -7.9% | -12.2% | -21.0% |
| YTD | -44.5% | -51.5% | +7.0% | -15.4% |
| 1Y | -46.0% | -53.3% | +7.3% | -15.7% |
| 3Y | -4.3% | -57.9% | +53.6% | +57.0% |
| All | -49.1% | -55.0% | +5.8% | -23.3% |
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