+11.0%
TSLL vs CORZ
+159.1%
-148.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.9% |
| 7D | +33.0% | +26.4% | +6.6% | +21.2% |
| 30D | +7.7% | -6.8% | +14.5% | +10.2% |
| 3M | +34.7% | -31.1% | +65.8% | +54.2% |
| 6M | -31.5% | -36.9% | +5.4% | -20.3% |
| YTD | -42.4% | -1.2% | -41.1% | -44.6% |
| 1Y | -39.7% | -12.5% | -27.2% | -39.5% |
| All | +11.0% | +159.1% | -148.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling