-44.0%
TSLL vs CLX
+6.9%
-50.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.5% | +5.8% |
| 7D | +0.5% | +7.8% | -7.3% | +0.2% |
| 30D | +2.7% | +28.5% | -25.9% | +1.8% |
| 3M | +26.3% | +1.3% | +25.0% | +27.1% |
| 6M | -37.2% | +23.4% | -60.6% | -37.5% |
| YTD | -44.2% | +11.4% | -55.6% | -42.0% |
| 1Y | -44.0% | +6.9% | -50.9% | -40.2% |
| All | -44.0% | +6.9% | -50.9% | -40.2% |
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