-55.4%
TSLL vs COF
+118.1%
-173.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.4% |
| 7D | +1.9% | +1.8% | +0.1% | 0.0% |
| 30D | +17.8% | -0.6% | +18.3% | +18.8% |
| 3M | -37.0% | +20.3% | -57.3% | -49.0% |
| 6M | -37.7% | +13.0% | -50.7% | -46.1% |
| YTD | -51.4% | -8.3% | -43.0% | -47.7% |
| 1Y | -23.4% | -1.5% | -21.9% | -25.2% |
| 3Y | -30.8% | +122.3% | -153.0% | -65.4% |
| All | -55.4% | +118.1% | -173.5% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling