-3.3%
TSLL vs CIEN
+516.0%
-519.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.7% | +0.3% | +4.6% |
| 7D | -14.3% | -5.3% | -9.0% | -10.7% |
| 30D | -6.2% | -40.1% | +34.0% | +25.6% |
| 3M | +21.2% | -34.7% | +55.9% | +48.6% |
| 6M | -36.6% | -50.9% | +14.3% | -9.0% |
| YTD | -47.8% | +15.2% | -62.9% | -64.3% |
| 1Y | -45.2% | +35.2% | -80.4% | -68.8% |
| 3Y | -3.3% | +522.6% | -525.8% | -86.6% |
| All | -3.3% | +516.0% | -519.3% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling