-3.3%
TSLL vs CLX
-10.0%
+6.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.6% | +5.3% | +9.8% |
| 7D | -14.3% | +17.4% | -31.7% | -16.9% |
| 30D | -6.2% | +27.8% | -33.9% | -10.8% |
| 3M | +21.2% | +3.0% | +18.2% | +20.9% |
| 6M | -36.6% | +17.5% | -54.1% | -38.9% |
| YTD | -47.8% | +10.0% | -57.7% | -48.9% |
| 1Y | -45.2% | +3.3% | -48.5% | -45.2% |
| 3Y | -3.3% | -10.1% | +6.9% | +7.0% |
| All | -3.3% | -10.0% | +6.7% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling