-56.8%
TSLL vs CSX
+58.1%
-114.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.4% | +12.0% | +11.3% |
| 7D | -21.2% | -5.5% | -15.7% | -17.5% |
| 30D | -13.3% | +4.9% | -18.2% | -17.2% |
| 3M | +15.4% | -2.9% | +18.2% | +17.3% |
| 6M | -34.2% | +8.3% | -42.6% | -41.6% |
| YTD | -52.9% | +36.7% | -89.6% | -67.6% |
| 1Y | -54.3% | +41.5% | -95.8% | -69.7% |
| 3Y | -18.4% | +68.6% | -87.0% | -57.6% |
| All | -56.8% | +58.1% | -114.9% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling