+5.0%
TSLL vs CLX
-2.8%
+7.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.5% | -22.4% | -21.8% |
| 7D | -28.9% | +12.4% | -41.3% | -27.8% |
| 30D | -21.4% | +21.1% | -42.5% | -21.1% |
| 3M | +5.0% | -3.3% | +8.3% | +14.2% |
| All | +5.0% | -2.8% | +7.8% | +14.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling