-55.4%
TSLL vs CDE
+550.3%
-605.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -10.0% | -11.3% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +17.8% | +21.9% | -4.1% | +11.5% |
| 3M | -37.0% | +14.9% | -51.9% | -39.3% |
| 6M | -37.7% | -10.5% | -27.2% | -36.9% |
| YTD | -51.4% | +19.3% | -70.6% | -54.3% |
| 1Y | -23.4% | +50.8% | -74.2% | -32.5% |
| 3Y | -30.8% | +782.3% | -813.1% | -55.7% |
| All | -55.4% | +550.3% | -605.7% | -72.4% |
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