-56.8%
TSLL vs CLBK
+14.9%
-71.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.6% | +7.9% |
| 7D | -21.2% | +0.6% | -21.9% | -21.3% |
| 30D | -13.3% | +2.9% | -16.2% | -15.0% |
| 3M | +15.4% | +3.0% | +12.4% | +12.8% |
| 6M | -34.2% | +27.3% | -61.5% | -45.4% |
| YTD | -52.9% | +58.0% | -110.9% | -67.1% |
| 1Y | -54.3% | +62.4% | -116.7% | -68.8% |
| 3Y | -18.4% | +46.9% | -65.3% | -39.1% |
| All | -56.8% | +14.9% | -71.8% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling