-46.0%
TSLL vs COP
+61.7%
-107.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.2% | -1.2% | -9.2% |
| 7D | -9.4% | -8.1% | -1.3% | -13.9% |
| 30D | +1.6% | +6.7% | -5.1% | +6.1% |
| 3M | +29.4% | +16.9% | +12.5% | +44.2% |
| 6M | -20.1% | +11.2% | -31.3% | -9.3% |
| YTD | -44.5% | +49.5% | -94.0% | -35.5% |
| 1Y | -46.0% | +60.7% | -106.7% | -40.2% |
| All | -46.0% | +61.7% | -107.7% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling