-51.9%
TSLL vs CLBK
+20.3%
-72.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.5% | +8.3% |
| 7D | +5.8% | +1.1% | +4.7% | +4.9% |
| 30D | +21.7% | +7.8% | +13.9% | +15.1% |
| 3M | -28.2% | +23.9% | -52.1% | -39.2% |
| 6M | -29.5% | +42.3% | -71.8% | -46.0% |
| YTD | -47.5% | +65.4% | -112.9% | -64.6% |
| 1Y | -20.8% | +70.3% | -91.1% | -48.0% |
| 3Y | -26.7% | +54.5% | -81.2% | -47.2% |
| All | -51.9% | +20.3% | -72.3% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling