-20.1%
TSLL vs CB
+16.1%
-36.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -2.5% |
| 7D | -9.4% | +5.3% | -14.7% | -0.2% |
| 30D | +1.6% | +13.2% | -11.6% | +29.5% |
| 3M | +29.4% | +7.8% | +21.7% | +48.6% |
| 6M | -20.1% | +15.8% | -35.9% | +22.1% |
| All | -20.1% | +16.1% | -36.3% | +22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling