-51.7%
TSLL vs COP
+65.0%
-116.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -11.0% | -6.1% | -4.9% | -9.0% |
| 30D | -5.3% | +1.1% | -6.4% | -6.0% |
| 3M | +20.8% | +10.9% | +9.9% | +15.2% |
| 6M | -36.0% | +20.8% | -56.8% | -42.1% |
| YTD | -47.3% | +48.0% | -95.3% | -59.3% |
| 1Y | -48.4% | +58.5% | -107.0% | -62.3% |
| 3Y | -5.4% | +28.1% | -33.6% | -24.8% |
| All | -51.7% | +65.0% | -116.7% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling