-55.4%
TSLL vs CLX
-25.6%
-29.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.4% |
| 7D | +1.9% | -9.2% | +11.1% | +5.1% |
| 30D | +17.8% | -11.0% | +28.8% | +22.4% |
| 3M | -37.0% | +5.0% | -42.0% | -38.7% |
| 6M | -37.7% | -18.8% | -18.9% | -32.8% |
| YTD | -51.4% | -4.4% | -47.0% | -51.3% |
| 1Y | -23.4% | -21.9% | -1.5% | -16.0% |
| 3Y | -30.8% | -32.8% | +2.0% | -18.8% |
| All | -55.4% | -25.6% | -29.9% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling