-51.7%
TSLL vs CIEN
+420.3%
-472.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -11.0% | -9.3% | -1.7% | -4.8% |
| 30D | -5.3% | -39.5% | +34.2% | +25.3% |
| 3M | +20.8% | -29.8% | +50.6% | +41.6% |
| 6M | -36.0% | -50.4% | +14.4% | -9.6% |
| YTD | -47.3% | +16.3% | -63.6% | -62.3% |
| 1Y | -48.4% | +30.4% | -78.8% | -67.2% |
| 3Y | -5.4% | +516.6% | -522.0% | -80.8% |
| All | -51.7% | +420.3% | -472.0% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling