-60.9%
TSLL vs CB
+31.4%
-92.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.7% | -21.2% | -22.8% |
| 7D | -28.9% | +2.6% | -31.5% | -26.3% |
| 30D | -21.4% | +11.2% | -32.6% | -8.3% |
| 3M | +5.0% | +5.7% | -0.8% | +13.7% |
| 6M | -36.6% | +15.9% | -52.5% | -18.8% |
| YTD | -56.6% | +20.2% | -76.8% | -42.2% |
| 1Y | -60.9% | +32.4% | -93.3% | -26.7% |
| All | -60.9% | +31.4% | -92.2% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling