-52.1%
TSLL vs COO
-23.3%
-28.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.5% | +8.4% | +9.5% |
| 7D | -14.3% | +4.3% | -18.6% | -16.4% |
| 30D | -6.2% | +17.6% | -23.7% | -15.2% |
| 3M | +21.2% | -13.9% | +35.1% | +31.0% |
| 6M | -36.6% | +6.6% | -43.1% | -42.6% |
| YTD | -47.8% | -22.0% | -25.8% | -39.8% |
| 1Y | -45.2% | -8.8% | -36.4% | -44.2% |
| 3Y | -3.3% | -21.5% | +18.2% | +5.7% |
| All | -52.1% | -23.3% | -28.8% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling