-56.8%
TSLL vs CLX
-18.9%
-38.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.4% | +8.6% |
| 7D | -21.2% | +13.6% | -34.8% | -24.4% |
| 30D | -13.3% | +23.4% | -36.7% | -19.2% |
| 3M | +15.4% | -2.8% | +18.2% | +16.3% |
| 6M | -34.2% | +14.0% | -48.2% | -37.8% |
| YTD | -52.9% | +4.2% | -57.1% | -54.2% |
| 1Y | -54.3% | -1.2% | -53.2% | -54.7% |
| 3Y | -18.4% | -12.7% | -5.7% | -14.7% |
| All | -56.8% | -18.9% | -38.0% | -55.9% |
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 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