-55.4%
TSLL vs CSX
+59.0%
-114.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -12.6% |
| 7D | +1.9% | -3.4% | +5.3% | +4.8% |
| 30D | +17.8% | -3.1% | +20.8% | +20.9% |
| 3M | -37.0% | +7.2% | -44.2% | -42.7% |
| 6M | -37.7% | +16.2% | -53.8% | -48.5% |
| YTD | -51.4% | +37.5% | -88.9% | -66.5% |
| 1Y | -23.4% | +53.2% | -76.6% | -53.7% |
| 3Y | -30.8% | +68.2% | -99.0% | -63.7% |
| All | -55.4% | +59.0% | -114.5% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling