-44.0%
TSLL vs CLS
-28.7%
-15.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.5% | -2.7% | +2.3% |
| 7D | +0.5% | +2.8% | -2.3% | +0.2% |
| 30D | +2.7% | -30.1% | +32.8% | +16.8% |
| 3M | +26.3% | -21.7% | +48.0% | +36.8% |
| 6M | -37.2% | -36.2% | -0.9% | -27.3% |
| YTD | -44.2% | -17.8% | -26.4% | -42.2% |
| 1Y | -44.0% | -26.8% | -17.2% | -40.5% |
| All | -44.0% | -28.7% | -15.3% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling