-52.1%
TSLL vs COR
+154.0%
-206.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.7% | +7.3% | +11.7% |
| 7D | -14.3% | +2.3% | -16.7% | -13.9% |
| 30D | -6.2% | +6.8% | -12.9% | -4.5% |
| 3M | +21.2% | +8.1% | +13.1% | +23.8% |
| 6M | -36.6% | +33.0% | -69.6% | -31.6% |
| YTD | -47.8% | +3.0% | -50.7% | -45.3% |
| 1Y | -45.2% | -3.4% | -41.8% | -43.4% |
| 3Y | -3.3% | +80.1% | -83.4% | +4.9% |
| All | -52.1% | +154.0% | -206.1% | -54.9% |
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 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