-48.9%
TSLL vs COPX
+159.4%
-208.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.1% |
| 7D | +0.5% | -1.5% | +2.0% | +3.3% |
| 30D | +2.7% | -14.0% | +16.6% | +18.7% |
| 3M | +26.3% | -17.1% | +43.4% | +51.1% |
| 6M | -37.2% | -15.9% | -21.3% | -25.3% |
| YTD | -44.2% | +2.6% | -46.9% | -47.7% |
| 1Y | -44.0% | +21.6% | -65.6% | -55.5% |
| 3Y | 0.0% | +142.7% | -142.7% | -56.4% |
| All | -48.9% | +159.4% | -208.3% | -78.9% |
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