-52.1%
TSLL vs CLS
+1,943.3%
-1,995.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.9% | +3.1% | +6.1% |
| 7D | -14.3% | -10.6% | -3.8% | -7.2% |
| 30D | -6.2% | -38.4% | +32.3% | +25.2% |
| 3M | +21.2% | -29.9% | +51.1% | +46.5% |
| 6M | -36.6% | -40.6% | +4.1% | -17.9% |
| YTD | -47.8% | -24.6% | -23.2% | -47.0% |
| 1Y | -45.2% | -30.8% | -14.4% | -42.9% |
| 3Y | -3.3% | +811.7% | -815.0% | -86.1% |
| All | -52.1% | +1,943.3% | -1,995.4% | -96.4% |
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