-56.8%
TSLL vs CDE
+373.6%
-430.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | +7.1% |
| 7D | -21.2% | +18.1% | -39.3% | -24.8% |
| 30D | -13.3% | -6.2% | -7.1% | -12.0% |
| 3M | +15.4% | -1.2% | +16.5% | +15.2% |
| 6M | -34.2% | -17.4% | -16.8% | -31.2% |
| YTD | -52.9% | -13.1% | -39.8% | -52.1% |
| 1Y | -54.3% | +7.3% | -61.6% | -55.8% |
| 3Y | -18.4% | +522.0% | -540.4% | -43.2% |
| All | -56.8% | +373.6% | -430.5% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling