-24.9%
TSLL vs CIEN
+426.2%
-451.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -15.2% | -6.7% | -12.9% |
| 7D | -28.9% | -34.0% | +5.1% | -9.6% |
| 30D | -21.4% | -48.0% | +26.5% | +14.0% |
| 3M | +5.0% | -43.5% | +48.5% | +40.0% |
| 6M | -36.6% | -57.6% | +21.1% | -1.4% |
| YTD | -56.6% | -1.3% | -55.3% | -67.6% |
| 1Y | -60.9% | +17.9% | -78.7% | -76.0% |
| All | -24.9% | +426.2% | -451.1% | -88.7% |
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