-60.3%
TSLL vs CL
+35.1%
-95.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.1% | -21.8% | -21.9% |
| 7D | -28.9% | +5.9% | -34.8% | -27.2% |
| 30D | -21.4% | +13.8% | -35.2% | -17.2% |
| 3M | +5.0% | +6.4% | -1.4% | +8.0% |
| 6M | -36.6% | +15.6% | -52.2% | -32.4% |
| YTD | -56.6% | +27.9% | -84.5% | -52.3% |
| 1Y | -60.9% | +31.4% | -92.3% | -56.5% |
| 3Y | -25.2% | +41.4% | -66.6% | -18.4% |
| All | -60.3% | +35.1% | -95.4% | -54.3% |
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