-56.8%
TSLL vs CLF
-38.6%
-18.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +7.0% | +7.9% |
| 7D | -21.2% | -19.6% | -1.6% | -12.7% |
| 30D | -13.3% | -5.0% | -8.3% | -10.9% |
| 3M | +15.4% | -6.3% | +21.7% | +18.3% |
| 6M | -34.2% | +2.8% | -37.0% | -38.5% |
| YTD | -52.9% | -13.7% | -39.2% | -53.9% |
| 1Y | -54.3% | +13.6% | -67.9% | -61.5% |
| 3Y | -18.4% | -34.0% | +15.6% | -21.6% |
| All | -56.8% | -38.6% | -18.2% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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