-55.4%
TSLL vs COR
+143.1%
-198.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -10.0% | -12.3% |
| 7D | +1.9% | +2.8% | -0.9% | +2.7% |
| 30D | +17.8% | +4.5% | +13.2% | +19.4% |
| 3M | -37.0% | +22.7% | -59.7% | -33.2% |
| 6M | -37.7% | -9.7% | -27.9% | -36.8% |
| YTD | -51.4% | -1.4% | -49.9% | -49.7% |
| 1Y | -23.4% | +13.9% | -37.3% | -17.9% |
| 3Y | -30.8% | +94.0% | -124.7% | -28.0% |
| All | -55.4% | +143.1% | -198.5% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling