-54.3%
TSLL vs COP
+61.6%
-115.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +9.0% |
| 7D | -21.2% | -11.5% | -9.7% | -27.2% |
| 30D | -13.3% | +5.0% | -18.3% | -10.4% |
| 3M | +15.4% | +17.5% | -2.1% | +29.5% |
| 6M | -34.2% | +16.2% | -50.5% | -23.8% |
| YTD | -52.9% | +48.8% | -101.7% | -44.3% |
| 1Y | -54.3% | +64.1% | -118.4% | -48.7% |
| All | -54.3% | +61.6% | -115.9% | -48.7% |
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