-44.0%
TSLL vs COP
+59.6%
-103.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +6.7% |
| 7D | +0.5% | +0.7% | -0.2% | +0.7% |
| 30D | +2.7% | +0.2% | +2.4% | +3.0% |
| 3M | +26.3% | +10.2% | +16.1% | +35.6% |
| 6M | -37.2% | +20.1% | -57.3% | -26.0% |
| YTD | -44.2% | +50.5% | -94.8% | -33.8% |
| 1Y | -44.0% | +56.8% | -100.8% | -36.0% |
| All | -44.0% | +59.6% | -103.5% | -36.0% |
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