-18.4%
TSLL vs CLS
+703.9%
-722.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.3% |
| 7D | -21.2% | -22.2% | +0.9% | -7.9% |
| 30D | -13.3% | -44.4% | +31.1% | +21.9% |
| 3M | +15.4% | -34.3% | +49.7% | +44.3% |
| 6M | -34.2% | -50.1% | +15.8% | -6.4% |
| YTD | -52.9% | -30.1% | -22.8% | -50.1% |
| 1Y | -54.3% | -39.3% | -15.0% | -48.1% |
| 3Y | -18.4% | +732.7% | -751.1% | -85.2% |
| All | -18.4% | +703.9% | -722.3% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling