-6.4%
TSLL vs COF
+95.3%
-101.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.7% |
| 7D | +17.8% | -3.4% | +21.2% | +22.7% |
| 30D | +8.2% | +0.4% | +7.9% | +7.5% |
| 3M | +20.9% | -12.5% | +33.4% | +43.6% |
| 6M | -37.5% | +8.3% | -45.8% | -44.7% |
| YTD | -44.5% | -18.6% | -25.9% | -30.1% |
| 1Y | -33.0% | -8.6% | -24.3% | -29.6% |
| 3Y | -6.4% | +94.7% | -101.0% | -47.0% |
| All | -6.4% | +95.3% | -101.7% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling