-48.9%
TSLL vs COR
+157.0%
-205.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.9% |
| 7D | +0.5% | -1.2% | +1.6% | -0.2% |
| 30D | +2.7% | +7.6% | -5.0% | +4.6% |
| 3M | +26.3% | +5.0% | +21.3% | +27.9% |
| 6M | -37.2% | +35.3% | -72.5% | -32.0% |
| YTD | -44.2% | +4.2% | -48.4% | -41.5% |
| 1Y | -44.0% | -3.4% | -40.5% | -42.1% |
| 3Y | 0.0% | +81.1% | -81.1% | +9.0% |
| All | -48.9% | +157.0% | -205.9% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling