-56.8%
TSLL vs COF
+100.5%
-157.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +9.8% |
| 7D | -21.2% | -1.5% | -19.8% | -19.6% |
| 30D | -13.3% | +3.0% | -16.3% | -16.1% |
| 3M | +15.4% | -7.9% | +23.3% | +26.8% |
| 6M | -34.2% | +5.2% | -39.4% | -38.6% |
| YTD | -52.9% | -15.7% | -37.2% | -44.4% |
| 1Y | -54.3% | -5.5% | -48.9% | -53.2% |
| 3Y | -18.4% | +100.5% | -118.9% | -54.6% |
| All | -56.8% | +100.5% | -157.3% | -76.5% |
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