-46.0%
TSLL vs COPX
+31.7%
-77.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.3% | -9.4% |
| 7D | -9.4% | -3.0% | -6.5% | -7.6% |
| 30D | +1.6% | -13.6% | +15.2% | +13.6% |
| 3M | +29.4% | -11.2% | +40.6% | +41.7% |
| 6M | -20.1% | -2.4% | -17.7% | -16.2% |
| YTD | -44.5% | +4.2% | -48.7% | -51.9% |
| 1Y | -46.0% | +32.2% | -78.2% | -67.5% |
| All | -46.0% | +31.7% | -77.7% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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