-24.9%
TSLL vs COP
+23.1%
-47.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.1% | -20.8% | -21.4% |
| 7D | -28.9% | -9.7% | -19.2% | -25.7% |
| 30D | -21.4% | +4.7% | -26.2% | -23.5% |
| 3M | +5.0% | +18.5% | -13.6% | -4.5% |
| 6M | -36.6% | +11.4% | -48.0% | -41.4% |
| YTD | -56.6% | +47.9% | -104.5% | -70.3% |
| 1Y | -60.9% | +59.3% | -120.2% | -75.7% |
| All | -24.9% | +23.1% | -47.9% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling