-18.4%
TSLL vs CDE
+502.6%
-521.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | +6.7% |
| 7D | -21.2% | +18.1% | -39.3% | -25.8% |
| 30D | -13.3% | -6.2% | -7.1% | -11.7% |
| 3M | +15.4% | -1.2% | +16.5% | +14.9% |
| 6M | -34.2% | -17.4% | -16.8% | -30.5% |
| YTD | -52.9% | -13.1% | -39.8% | -52.3% |
| 1Y | -54.3% | +7.3% | -61.6% | -56.8% |
| 3Y | -18.4% | +522.0% | -540.4% | -54.7% |
| All | -18.4% | +502.6% | -521.0% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling