-48.9%
TSLL vs CORZ
-38.8%
-10.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.2% | +2.7% | +7.2% |
| 7D | -14.3% | +1.7% | -16.0% | -14.6% |
| 30D | -6.2% | -17.5% | +11.3% | +1.5% |
| 3M | +21.2% | -39.5% | +60.6% | +48.0% |
| 6M | -36.6% | -44.5% | +7.9% | -20.6% |
| YTD | -47.8% | -12.6% | -35.1% | -48.1% |
| All | -48.9% | -38.8% | -10.2% | -40.6% |
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