-48.9%
TSLL vs COF
-8.0%
-41.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.6% | +12.5% | +12.1% |
| 7D | -14.3% | -5.8% | -8.5% | -10.5% |
| 30D | -6.2% | -0.3% | -5.8% | -5.7% |
| 3M | +21.2% | -8.5% | +29.7% | +29.3% |
| 6M | -36.6% | +5.6% | -42.2% | -38.5% |
| YTD | -47.8% | -17.1% | -30.7% | -45.4% |
| All | -48.9% | -8.0% | -41.0% | -50.4% |
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