-39.7%
TSLL vs COF
-10.7%
-29.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.1% | +4.6% |
| 7D | +33.0% | -5.0% | +38.0% | +37.6% |
| 30D | +7.7% | -2.3% | +10.0% | +9.7% |
| 3M | +34.7% | -12.7% | +47.4% | +48.6% |
| 6M | -31.5% | +6.2% | -37.7% | -33.6% |
| YTD | -42.4% | -19.2% | -23.2% | -38.5% |
| 1Y | -39.7% | -11.5% | -28.2% | -39.9% |
| All | -39.7% | -10.7% | -29.0% | -39.9% |
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