-54.3%
TSLL vs CORZ
-46.2%
-8.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +7.2% |
| 7D | -21.2% | -11.2% | -10.0% | -16.9% |
| 30D | -13.3% | -26.2% | +12.9% | -1.7% |
| 3M | +15.4% | -44.1% | +59.5% | +45.5% |
| 6M | -34.2% | -52.3% | +18.0% | -12.9% |
| YTD | -52.9% | -19.2% | -33.7% | -51.2% |
| 1Y | -54.3% | -42.9% | -11.5% | -42.2% |
| All | -54.3% | -46.2% | -8.1% | -42.2% |
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