-49.1%
TSLL vs CLF
-32.2%
-16.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.3% |
| 7D | +17.8% | +10.4% | +7.5% | +13.0% |
| 30D | +8.2% | +0.6% | +7.7% | +8.6% |
| 3M | +20.9% | +4.1% | +16.8% | +18.5% |
| 6M | -37.5% | +15.1% | -52.6% | -44.3% |
| YTD | -44.5% | -4.7% | -39.8% | -47.9% |
| 1Y | -33.0% | +20.4% | -53.3% | -44.5% |
| 3Y | -6.4% | -23.4% | +17.0% | -14.9% |
| All | -49.1% | -32.2% | -16.9% | -48.7% |
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