-51.7%
TSLL vs CLX
-13.5%
-38.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -11.0% | +13.6% | -24.7% | -14.4% |
| 30D | -5.3% | +29.1% | -34.3% | -12.8% |
| 3M | +20.8% | +1.6% | +19.2% | +20.4% |
| 6M | -36.0% | +18.7% | -54.7% | -40.0% |
| YTD | -47.3% | +11.1% | -58.4% | -49.7% |
| 1Y | -48.4% | +7.0% | -55.4% | -50.1% |
| 3Y | -5.4% | -10.0% | +4.6% | -1.1% |
| All | -51.7% | -13.5% | -38.2% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling