-56.8%
TSLL vs CIEN
+365.4%
-422.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.5% | +3.2% | +5.5% |
| 7D | -21.2% | -24.1% | +2.9% | -7.6% |
| 30D | -13.3% | -45.5% | +32.2% | +21.6% |
| 3M | +15.4% | -39.7% | +55.1% | +47.4% |
| 6M | -34.2% | -57.8% | +23.6% | +1.7% |
| YTD | -52.9% | +4.1% | -57.0% | -64.1% |
| 1Y | -54.3% | +20.8% | -75.2% | -69.9% |
| 3Y | -18.4% | +463.1% | -481.5% | -82.5% |
| All | -56.8% | +365.4% | -422.2% | -90.3% |
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