-36.6%
TSLL vs CIEN
-58.3%
+21.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -15.2% | -6.7% | -14.9% |
| 7D | -28.9% | -34.0% | +5.1% | -15.0% |
| 30D | -21.4% | -48.0% | +26.5% | +2.3% |
| 3M | +5.0% | -43.5% | +48.5% | +31.0% |
| 6M | -36.6% | -57.6% | +21.1% | -10.4% |
| All | -36.6% | -58.3% | +21.7% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling