-52.1%
TSLL vs CB
+104.4%
-156.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +10.9% |
| 7D | -14.3% | -1.5% | -12.8% | -14.4% |
| 30D | -6.2% | +6.5% | -12.7% | -6.0% |
| 3M | +21.2% | +4.1% | +17.1% | +21.4% |
| 6M | -36.6% | +14.4% | -51.0% | -37.6% |
| YTD | -47.8% | +17.5% | -65.3% | -49.2% |
| 1Y | -45.2% | +27.5% | -72.8% | -48.2% |
| 3Y | -3.3% | +71.6% | -74.9% | -18.6% |
| All | -52.1% | +104.4% | -156.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling