-37.7%
TSLL vs CLF
+10.5%
-48.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.6% | -12.0% |
| 7D | +1.9% | +7.6% | -5.7% | +1.3% |
| 30D | +17.8% | -1.2% | +18.9% | +17.5% |
| 3M | -37.0% | -13.4% | -23.6% | -23.3% |
| 6M | -37.7% | +15.4% | -53.1% | -31.8% |
| All | -37.7% | +10.5% | -48.2% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling