-47.2%
TSLL vs COP
+70.5%
-117.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.8% |
| 7D | +33.0% | +3.4% | +29.6% | +31.4% |
| 30D | +7.7% | -0.6% | +8.3% | +7.6% |
| 3M | +34.7% | +10.8% | +24.0% | +28.7% |
| 6M | -31.5% | +19.6% | -51.1% | -37.4% |
| YTD | -42.4% | +52.9% | -95.3% | -55.9% |
| 1Y | -39.7% | +62.2% | -101.9% | -56.0% |
| 3Y | +3.4% | +32.4% | -29.0% | -18.7% |
| All | -47.2% | +70.5% | -117.7% | -55.9% |
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