-55.4%
TSLL vs COO
-16.5%
-38.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.4% | -10.9% |
| 7D | +1.9% | -2.2% | +4.1% | +3.5% |
| 30D | +17.8% | -7.0% | +24.8% | +23.5% |
| 3M | -37.0% | +12.2% | -49.2% | -43.3% |
| 6M | -37.7% | -15.1% | -22.6% | -30.7% |
| YTD | -51.4% | -15.1% | -36.3% | -45.9% |
| 1Y | -23.4% | +2.3% | -25.7% | -27.3% |
| 3Y | -30.8% | -23.7% | -7.1% | -19.8% |
| All | -55.4% | -16.5% | -38.9% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling