-46.0%
TSLL vs CSX
+48.0%
-94.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -5.9% |
| 7D | -9.4% | +0.1% | -9.6% | -9.3% |
| 30D | +1.6% | +9.7% | -8.2% | +3.2% |
| 3M | +29.4% | +2.3% | +27.1% | +30.5% |
| 6M | -20.1% | +17.1% | -37.2% | -22.0% |
| YTD | -44.5% | +44.9% | -89.4% | -50.8% |
| 1Y | -46.0% | +47.1% | -93.1% | -52.9% |
| All | -46.0% | +48.0% | -94.0% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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