-47.2%
TSLL vs CLBK
+16.6%
-63.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +4.2% |
| 7D | +33.0% | +2.5% | +30.5% | +30.9% |
| 30D | +7.7% | +3.7% | +4.0% | +5.2% |
| 3M | +34.7% | -3.3% | +38.0% | +38.2% |
| 6M | -31.5% | +29.6% | -61.2% | -43.8% |
| YTD | -42.4% | +60.3% | -102.6% | -60.2% |
| 1Y | -39.7% | +63.4% | -103.1% | -58.9% |
| 3Y | +3.4% | +53.8% | -50.4% | -24.8% |
| All | -47.2% | +16.6% | -63.8% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling