-55.4%
TSLL vs COPX
+220.3%
-275.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -11.3% |
| 7D | +1.9% | -4.0% | +5.9% | +5.8% |
| 30D | +17.8% | +4.5% | +13.2% | +13.3% |
| 3M | -37.0% | +0.8% | -37.8% | -36.8% |
| 6M | -37.7% | +3.2% | -40.9% | -39.3% |
| YTD | -51.4% | +26.7% | -78.1% | -62.6% |
| 1Y | -23.4% | +85.7% | -109.0% | -59.0% |
| 3Y | -30.8% | +151.2% | -181.9% | -72.0% |
| All | -55.4% | +220.3% | -275.7% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling