-23.4%
TSLL vs CORZ
+32.3%
-55.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.8% |
| 7D | +1.9% | +8.4% | -6.5% | -1.4% |
| 30D | +17.8% | -17.8% | +35.6% | +26.8% |
| 3M | -37.0% | -35.9% | -1.1% | -25.3% |
| 6M | -37.7% | +12.9% | -50.6% | -43.4% |
| YTD | -51.4% | +22.9% | -74.2% | -57.6% |
| 1Y | -23.4% | +31.4% | -54.7% | -14.7% |
| All | -23.4% | +32.3% | -55.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling