-52.0%
TSLL vs COPX
+236.6%
-288.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.1% |
| 7D | +5.1% | +6.0% | -0.9% | +0.1% |
| 30D | +20.0% | +6.4% | +13.5% | +13.7% |
| 3M | -23.8% | +19.3% | -43.0% | -34.2% |
| 6M | -30.3% | +16.2% | -46.5% | -38.6% |
| YTD | -47.7% | +33.2% | -80.8% | -61.5% |
| 1Y | -21.2% | +90.2% | -111.4% | -58.7% |
| 3Y | -26.9% | +175.7% | -202.5% | -72.5% |
| All | -52.0% | +236.6% | -288.6% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling