-44.0%
TSLL vs CORZ
-21.3%
-22.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.0% | -5.2% | +0.7% |
| 7D | +0.5% | +14.2% | -13.7% | -4.7% |
| 30D | +2.7% | -3.0% | +5.7% | +3.0% |
| 3M | +26.3% | -26.3% | +52.5% | +41.3% |
| 6M | -37.2% | -36.5% | -0.7% | -26.0% |
| YTD | -44.2% | +0.1% | -44.3% | -48.4% |
| 1Y | -44.0% | -15.9% | -28.1% | -43.4% |
| All | -44.0% | -21.3% | -22.7% | -43.4% |
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