-20.8%
TSLL vs COPX
+88.4%
-109.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.1% | +3.8% | +4.5% |
| 7D | +5.8% | +5.8% | 0.0% | +1.3% |
| 30D | +21.7% | +7.2% | +14.5% | +15.2% |
| 3M | -28.2% | +16.5% | -44.7% | -35.9% |
| 6M | -29.5% | +18.4% | -47.9% | -37.8% |
| YTD | -47.5% | +31.9% | -79.5% | -62.5% |
| 1Y | -20.8% | +88.5% | -109.3% | -62.5% |
| All | -20.8% | +88.4% | -109.2% | -62.5% |
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