-56.8%
TSLL vs CB
+105.3%
-162.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +8.6% |
| 7D | -21.2% | +0.2% | -21.5% | -21.2% |
| 30D | -13.3% | +9.1% | -22.4% | -13.1% |
| 3M | +15.4% | +3.4% | +12.0% | +15.7% |
| 6M | -34.2% | +14.1% | -48.3% | -35.2% |
| YTD | -52.9% | +18.0% | -70.9% | -54.2% |
| 1Y | -54.3% | +30.1% | -84.5% | -57.1% |
| 3Y | -18.4% | +71.8% | -90.2% | -31.2% |
| All | -56.8% | +105.3% | -162.1% | -69.0% |
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