-48.9%
TSLL vs COPX
+24.1%
-73.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.6% | +5.3% | +6.2% |
| 7D | -14.3% | +3.3% | -17.6% | -15.7% |
| 30D | -6.2% | -12.2% | +6.1% | +4.9% |
| 3M | +21.2% | -14.5% | +35.7% | +38.2% |
| 6M | -36.6% | -12.2% | -24.4% | -28.7% |
| YTD | -47.8% | +5.2% | -52.9% | -53.8% |
| All | -48.9% | +24.1% | -73.0% | -64.1% |
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