-41.2%
TSLL vs CDE
-13.4%
-27.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.3% | +4.6% | +7.2% |
| 7D | -14.3% | +23.5% | -37.8% | -24.4% |
| 30D | -6.2% | -4.0% | -2.2% | -4.0% |
| 3M | +21.2% | -5.4% | +26.6% | +22.5% |
| All | -41.2% | -13.4% | -27.7% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling