-60.3%
TSLL vs CLS
+1,784.9%
-1,845.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -13.0% | -8.9% | -13.9% |
| 7D | -28.9% | -27.3% | -1.6% | -13.2% |
| 30D | -21.4% | -47.0% | +25.6% | +14.6% |
| 3M | +5.0% | -43.3% | +48.3% | +43.4% |
| 6M | -36.6% | -50.8% | +14.2% | -8.4% |
| YTD | -56.6% | -30.4% | -26.2% | -53.9% |
| 1Y | -60.9% | -41.7% | -19.2% | -54.1% |
| 3Y | -25.2% | +701.4% | -726.6% | -88.4% |
| All | -60.3% | +1,784.9% | -1,845.2% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling