-20.1%
TSLL vs CSX
+16.9%
-37.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -4.7% |
| 7D | -9.4% | +0.1% | -9.6% | -9.2% |
| 30D | +1.6% | +9.7% | -8.2% | +8.9% |
| 3M | +29.4% | +2.3% | +27.1% | +31.0% |
| 6M | -20.1% | +17.1% | -37.2% | -14.0% |
| All | -20.1% | +16.9% | -37.1% | -14.0% |
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