+6.8%
TSLL vs CORZ
+161.6%
-154.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.1% |
| 7D | +17.8% | +23.5% | -5.6% | +8.3% |
| 30D | +8.2% | +7.5% | +0.8% | +5.0% |
| 3M | +20.9% | -26.6% | +47.5% | +35.2% |
| 6M | -37.5% | -39.5% | +2.0% | -26.1% |
| YTD | -44.5% | -0.3% | -44.2% | -46.9% |
| 1Y | -33.0% | -4.2% | -28.7% | -35.3% |
| All | +6.8% | +161.6% | -154.8% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling