-18.4%
TSLL vs COPX
+120.4%
-138.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.2% | +7.2% |
| 7D | -21.2% | -1.0% | -20.2% | -19.7% |
| 30D | -13.3% | -14.8% | +1.5% | +1.9% |
| 3M | +15.4% | -17.2% | +32.6% | +39.5% |
| 6M | -34.2% | -14.5% | -19.8% | -22.4% |
| YTD | -52.9% | -0.4% | -52.5% | -55.9% |
| 1Y | -54.3% | +21.9% | -76.2% | -66.0% |
| 3Y | -18.4% | +123.7% | -142.1% | -67.1% |
| All | -18.4% | +120.4% | -138.8% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling