-46.0%
TSLL vs AUR
-17.4%
-28.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -3.6% |
| 7D | -9.4% | -19.8% | +10.4% | +2.8% |
| 30D | +1.6% | -29.0% | +30.6% | +24.1% |
| 3M | +29.4% | -43.6% | +73.0% | +81.2% |
| 6M | -20.1% | -36.6% | +16.5% | +6.0% |
| YTD | -44.5% | +6.3% | -50.8% | -42.2% |
| 1Y | -46.0% | -9.0% | -37.0% | -41.0% |
| All | -46.0% | -17.4% | -28.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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