-52.1%
TSLL vs CLF
-34.3%
-17.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.0% | +3.9% | +7.8% |
| 7D | -14.3% | -14.1% | -0.2% | -7.6% |
| 30D | -6.2% | -5.5% | -0.6% | -3.2% |
| 3M | +21.2% | 0.0% | +21.2% | +20.9% |
| 6M | -36.6% | +11.3% | -47.8% | -42.6% |
| YTD | -47.8% | -7.7% | -40.1% | -50.3% |
| 1Y | -45.2% | +17.5% | -62.8% | -54.2% |
| 3Y | -3.3% | -25.4% | +22.2% | -10.9% |
| All | -52.1% | -34.3% | -17.8% | -51.1% |
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