-54.3%
TSLL vs CB
+29.6%
-84.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +6.1% |
| 7D | -21.2% | +0.2% | -21.5% | -20.9% |
| 30D | -13.3% | +9.1% | -22.4% | -1.3% |
| 3M | +15.4% | +3.4% | +12.0% | +21.3% |
| 6M | -34.2% | +14.1% | -48.3% | -17.5% |
| YTD | -52.9% | +18.0% | -70.9% | -38.4% |
| 1Y | -54.3% | +30.1% | -84.5% | -14.2% |
| All | -54.3% | +29.6% | -84.0% | -14.2% |
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