-21.0%
TSLL vs CDE
+42.2%
-63.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.7% | +10.6% | +9.0% |
| 7D | +5.8% | +2.3% | +3.5% | +4.8% |
| 30D | +21.7% | +18.8% | +2.9% | +13.3% |
| 3M | -28.2% | +23.5% | -51.7% | -34.4% |
| 6M | -29.5% | -8.6% | -20.8% | -30.6% |
| YTD | -47.5% | +16.0% | -63.5% | -52.6% |
| All | -21.0% | +42.2% | -63.2% | -37.7% |
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