-55.4%
TSLL vs CL
+20.9%
-76.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.4% | -12.4% |
| 7D | +1.9% | -2.2% | +4.1% | +1.1% |
| 30D | +17.8% | -4.8% | +22.6% | +15.7% |
| 3M | -37.0% | +4.9% | -41.9% | -35.8% |
| 6M | -37.7% | -5.7% | -32.0% | -38.4% |
| YTD | -51.4% | +14.4% | -65.8% | -49.0% |
| 1Y | -23.4% | +8.7% | -32.1% | -20.0% |
| 3Y | -30.8% | +30.0% | -60.8% | -27.8% |
| All | -55.4% | +20.9% | -76.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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