-23.4%
TSLL vs CLBK
+73.3%
-96.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | +1.2% | +0.7% | +1.5% |
| 30D | +17.8% | +9.1% | +8.6% | +13.9% |
| 3M | -37.0% | +27.7% | -64.7% | -43.6% |
| 6M | -37.7% | +40.8% | -78.5% | -46.5% |
| YTD | -51.4% | +66.4% | -117.8% | -61.3% |
| 1Y | -23.4% | +72.4% | -95.7% | -36.6% |
| All | -23.4% | +73.3% | -96.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling