-35.3%
TSLL vs CSX
+68.2%
-103.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -12.5% |
| 7D | +1.9% | -3.4% | +5.3% | +4.6% |
| 30D | +17.8% | -3.1% | +20.8% | +20.7% |
| 3M | -37.0% | +7.2% | -44.2% | -42.6% |
| 6M | -37.7% | +16.2% | -53.8% | -48.4% |
| YTD | -51.4% | +37.5% | -88.9% | -66.6% |
| 1Y | -23.4% | +53.2% | -76.6% | -54.3% |
| All | -35.3% | +68.2% | -103.6% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling