-55.4%
TSLL vs COP
+63.4%
-118.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -11.4% |
| 7D | +1.9% | +3.0% | -1.1% | +0.7% |
| 30D | +17.8% | +17.5% | +0.3% | +10.5% |
| 3M | -37.0% | +13.4% | -50.4% | -40.5% |
| 6M | -37.7% | +17.7% | -55.4% | -44.1% |
| YTD | -51.4% | +46.6% | -98.0% | -62.0% |
| 1Y | -23.4% | +44.6% | -68.0% | -40.2% |
| 3Y | -30.8% | +20.7% | -51.5% | -44.0% |
| All | -55.4% | +63.4% | -118.9% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling