-44.0%
TSLL vs CLBK
+62.9%
-106.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +0.5% | +2.2% | -1.7% | -0.2% |
| 30D | +2.7% | +5.0% | -2.3% | +0.9% |
| 3M | +26.3% | +3.3% | +23.0% | +24.9% |
| 6M | -37.2% | +29.6% | -66.8% | -44.8% |
| YTD | -44.2% | +62.1% | -106.4% | -56.6% |
| 1Y | -44.0% | +64.3% | -108.3% | -57.2% |
| All | -44.0% | +62.9% | -106.8% | -57.2% |
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