-34.2%
TSLL vs COF
+5.8%
-40.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +9.4% |
| 7D | -21.2% | -1.5% | -19.8% | -20.0% |
| 30D | -13.3% | +3.0% | -16.3% | -14.6% |
| 3M | +15.4% | -7.9% | +23.3% | +23.3% |
| 6M | -34.2% | +5.2% | -39.4% | -37.4% |
| All | -34.2% | +5.8% | -40.1% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling