-56.8%
TSLL vs COR
+145.0%
-201.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +8.2% |
| 7D | -21.2% | +0.8% | -22.0% | -21.0% |
| 30D | -13.3% | +5.1% | -18.4% | -12.0% |
| 3M | +15.4% | +2.8% | +12.6% | +16.6% |
| 6M | -34.2% | +32.5% | -66.8% | -29.2% |
| YTD | -52.9% | -0.7% | -52.3% | -51.1% |
| 1Y | -54.3% | -6.7% | -47.6% | -53.1% |
| 3Y | -18.4% | +73.7% | -92.1% | -12.1% |
| All | -56.8% | +145.0% | -201.9% | -59.6% |
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