-35.3%
TSLL vs CB
+74.5%
-109.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -12.3% |
| 7D | +1.9% | +0.5% | +1.4% | +2.0% |
| 30D | +17.8% | -3.1% | +20.9% | +17.0% |
| 3M | -37.0% | +9.0% | -46.0% | -36.9% |
| 6M | -37.7% | +2.9% | -40.5% | -37.3% |
| YTD | -51.4% | +10.1% | -61.5% | -51.7% |
| 1Y | -23.4% | +22.8% | -46.2% | -26.3% |
| All | -35.3% | +74.5% | -109.8% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling