-60.3%
TSLL vs CLF
-39.6%
-20.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.2% | -9.7% | -16.6% |
| 7D | -28.9% | -21.0% | -7.9% | -20.6% |
| 30D | -21.4% | -8.0% | -13.4% | -18.1% |
| 3M | +5.0% | -10.9% | +15.9% | +9.9% |
| 6M | -36.6% | +5.8% | -42.4% | -41.5% |
| YTD | -56.6% | -15.1% | -41.5% | -57.3% |
| 1Y | -60.9% | +7.2% | -68.1% | -66.0% |
| 3Y | -25.2% | -34.2% | +8.9% | -28.0% |
| All | -60.3% | -39.6% | -20.6% | -58.0% |
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