-21.2%
TSLL vs COF
-2.6%
-18.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.9% |
| 7D | +5.1% | -2.7% | +7.8% | +7.1% |
| 30D | +20.0% | -3.4% | +23.3% | +23.0% |
| 3M | -23.8% | +15.4% | -39.2% | -30.6% |
| 6M | -30.3% | +14.4% | -44.7% | -35.9% |
| YTD | -47.7% | -12.0% | -35.7% | -45.3% |
| 1Y | -21.2% | -3.7% | -17.4% | -23.6% |
| All | -21.2% | -2.6% | -18.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling