-51.0%
TSLL vs CYCU
-99.9%
+48.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.5% | -11.8% |
| 7D | +1.9% | -8.1% | +9.9% | +2.0% |
| 30D | +17.8% | -43.0% | +60.7% | +18.7% |
| 3M | -37.0% | -50.8% | +13.8% | -38.4% |
| 6M | -37.7% | -74.1% | +36.4% | -38.4% |
| YTD | -51.4% | -84.0% | +32.6% | -51.5% |
| 1Y | -23.4% | -92.2% | +68.9% | -27.2% |
| All | -51.0% | -99.9% | +48.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 all: compounded portfolio wealth divided by compounded CYCU 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…
all analysis · Full analysis span regression · 6 months rolling