-49.1%
TSLL vs CLBK
+16.0%
-65.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | +17.8% | +0.9% | +16.9% | +17.2% |
| 30D | +8.2% | +3.4% | +4.8% | +5.9% |
| 3M | +20.9% | -4.3% | +25.1% | +24.9% |
| 6M | -37.5% | +28.4% | -65.9% | -48.4% |
| YTD | -44.5% | +59.4% | -103.9% | -61.5% |
| 1Y | -33.0% | +64.8% | -97.8% | -54.7% |
| 3Y | -6.4% | +50.6% | -57.0% | -31.1% |
| All | -49.1% | +16.0% | -65.1% | -60.5% |
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