-60.3%
TSLL vs COR
+149.5%
-209.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.0% | -17.8% | -22.9% |
| 7D | -28.9% | +2.8% | -31.7% | -28.3% |
| 30D | -21.4% | +7.4% | -28.8% | -19.8% |
| 3M | +5.0% | +7.3% | -2.3% | +7.3% |
| 6M | -36.6% | +11.5% | -48.1% | -33.3% |
| YTD | -56.6% | +1.2% | -57.8% | -54.8% |
| 1Y | -60.9% | -3.3% | -57.6% | -59.5% |
| 3Y | -25.2% | +78.5% | -103.7% | -19.4% |
| All | -60.3% | +149.5% | -209.8% | -62.7% |
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 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