-33.0%
TSLL vs CLX
+9.5%
-42.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.8% |
| 7D | +17.8% | +9.5% | +8.3% | +17.5% |
| 30D | +8.2% | +30.7% | -22.4% | +7.5% |
| 3M | +20.9% | +4.2% | +16.6% | +21.5% |
| 6M | -37.5% | +22.1% | -59.6% | -37.4% |
| YTD | -44.5% | +14.1% | -58.6% | -41.5% |
| 1Y | -33.0% | +10.3% | -43.3% | -27.9% |
| All | -33.0% | +9.5% | -42.5% | -27.9% |
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