-51.7%
TSLL vs CLBK
+17.7%
-69.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.7% |
| 7D | -11.0% | +2.9% | -13.9% | -12.5% |
| 30D | -5.3% | +5.4% | -10.7% | -8.5% |
| 3M | +20.8% | +5.8% | +15.1% | +16.0% |
| 6M | -36.0% | +28.9% | -64.9% | -47.3% |
| YTD | -47.3% | +61.8% | -109.1% | -63.8% |
| 1Y | -48.4% | +63.1% | -111.5% | -64.8% |
| 3Y | -5.4% | +55.3% | -60.8% | -31.7% |
| All | -51.7% | +17.7% | -69.4% | -62.8% |
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