-37.7%
TSLL vs CSX
+15.8%
-53.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -11.7% |
| 7D | +1.9% | -3.4% | +5.3% | +1.1% |
| 30D | +17.8% | -3.1% | +20.8% | +16.9% |
| 3M | -37.0% | +7.2% | -44.2% | -38.1% |
| 6M | -37.7% | +16.2% | -53.8% | -41.3% |
| All | -37.7% | +15.8% | -53.5% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling