-49.1%
TSLL vs CLS
+2,102.9%
-2,152.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.7% | -0.4% |
| 7D | +17.8% | +16.3% | +1.6% | +7.5% |
| 30D | +8.2% | -25.7% | +33.9% | +28.8% |
| 3M | +20.9% | -30.9% | +51.7% | +48.2% |
| 6M | -37.5% | -35.5% | -2.0% | -23.3% |
| YTD | -44.5% | -18.7% | -25.8% | -46.3% |
| 1Y | -33.0% | -17.9% | -15.1% | -38.1% |
| 3Y | -6.4% | +838.1% | -844.5% | -86.8% |
| All | -49.1% | +2,102.9% | -2,152.1% | -96.3% |
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