-55.4%
TSLL vs CLS
+2,763.0%
-2,818.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.7% | -12.3% |
| 7D | +1.9% | +4.6% | -2.7% | -0.9% |
| 30D | +17.8% | -13.9% | +31.7% | +26.4% |
| 3M | -37.0% | -26.6% | -10.4% | -25.6% |
| 6M | -37.7% | +15.4% | -53.1% | -48.6% |
| YTD | -51.4% | +5.7% | -57.0% | -59.3% |
| 1Y | -23.4% | +41.1% | -64.5% | -51.2% |
| 3Y | -30.8% | +1,228.6% | -1,259.4% | -92.1% |
| All | -55.4% | +2,763.0% | -2,818.4% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling