-47.0%
TSLL vs CLX
+6.7%
-53.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | -11.0% | +13.6% | -24.7% | -11.2% |
| 30D | -5.3% | +29.1% | -34.3% | -6.1% |
| 3M | +20.8% | +1.6% | +19.2% | +21.6% |
| 6M | -36.0% | +18.7% | -54.7% | -36.0% |
| YTD | -47.3% | +11.1% | -58.4% | -45.2% |
| All | -47.0% | +6.7% | -53.7% | -43.5% |
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 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