-48.9%
TSLL vs CIEN
+466.0%
-514.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.8% | -3.0% | +0.7% |
| 7D | +0.5% | +8.7% | -8.3% | -3.1% |
| 30D | +2.7% | -26.9% | +29.6% | +22.2% |
| 3M | +26.3% | -23.6% | +49.9% | +40.8% |
| 6M | -37.2% | -49.1% | +11.9% | -12.5% |
| YTD | -44.2% | +26.6% | -70.8% | -62.0% |
| 1Y | -44.0% | +42.7% | -86.7% | -66.3% |
| 3Y | 0.0% | +570.8% | -570.8% | -80.6% |
| All | -48.9% | +466.0% | -514.9% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling