-52.1%
TSLL vs CDE
+403.6%
-455.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.3% | +4.6% | +9.2% |
| 7D | -14.3% | +23.5% | -37.8% | -19.1% |
| 30D | -6.2% | -4.0% | -2.2% | -5.3% |
| 3M | +21.2% | -5.4% | +26.6% | +22.5% |
| 6M | -36.6% | -11.3% | -25.3% | -34.8% |
| YTD | -47.8% | -7.6% | -40.1% | -47.7% |
| 1Y | -45.2% | +12.1% | -57.3% | -47.6% |
| 3Y | -3.3% | +652.0% | -655.2% | -34.2% |
| All | -52.1% | +403.6% | -455.8% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling