-46.0%
TSLL vs CDE
+0.7%
-46.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.7% | -15.0% | -10.0% |
| 7D | -9.4% | +1.1% | -10.5% | -10.3% |
| 30D | +1.6% | -14.5% | +16.1% | +8.1% |
| 3M | +29.4% | -10.1% | +39.5% | +32.8% |
| 6M | -20.1% | -16.9% | -3.3% | -15.1% |
| YTD | -44.5% | -18.1% | -26.4% | -44.6% |
| 1Y | -46.0% | +5.6% | -51.6% | -53.5% |
| All | -46.0% | +0.7% | -46.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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