-46.0%
TSLL vs CLX
-6.5%
-39.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.7% | -12.0% | -6.2% |
| 7D | -9.4% | +14.2% | -23.6% | -9.4% |
| 30D | +1.6% | +22.7% | -21.1% | +1.2% |
| 3M | +29.4% | -2.8% | +32.2% | +30.2% |
| 6M | -20.1% | +17.7% | -37.8% | -20.3% |
| YTD | -44.5% | +3.3% | -47.8% | -41.1% |
| 1Y | -46.0% | -5.6% | -40.4% | -42.9% |
| All | -46.0% | -6.5% | -39.5% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling