-52.1%
TSLL vs COPX
+165.9%
-218.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.6% | +5.3% | +5.8% |
| 7D | -14.3% | +3.3% | -17.6% | -15.9% |
| 30D | -6.2% | -12.2% | +6.1% | +6.7% |
| 3M | +21.2% | -14.5% | +35.7% | +41.0% |
| 6M | -36.6% | -12.2% | -24.4% | -27.4% |
| YTD | -47.8% | +5.2% | -52.9% | -52.1% |
| 1Y | -45.2% | +27.0% | -72.2% | -58.1% |
| 3Y | -3.3% | +149.1% | -152.4% | -58.8% |
| All | -52.1% | +165.9% | -218.0% | -80.7% |
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