-46.0%
TSLL vs COR
+5.5%
-51.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.3% | -4.9% |
| 7D | -9.4% | +9.1% | -18.6% | -6.6% |
| 30D | +1.6% | +12.4% | -10.8% | +5.8% |
| 3M | +29.4% | +15.8% | +13.6% | +36.9% |
| 6M | -20.1% | +17.1% | -37.2% | -13.5% |
| YTD | -44.5% | +5.4% | -49.9% | -36.7% |
| 1Y | -46.0% | +3.5% | -49.5% | -38.9% |
| All | -46.0% | +5.5% | -51.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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