-52.0%
TSLL vs AUR
+154.9%
-206.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +5.1% | +11.1% | -6.0% | +0.2% |
| 30D | +20.0% | -6.9% | +26.9% | +23.5% |
| 3M | -23.8% | +5.5% | -29.3% | -24.2% |
| 6M | -30.3% | +41.0% | -71.3% | -39.8% |
| YTD | -47.7% | +69.3% | -116.9% | -59.0% |
| 1Y | -21.2% | +14.0% | -35.2% | -26.7% |
| 3Y | -26.9% | +90.1% | -116.9% | -52.1% |
| All | -52.0% | +154.9% | -206.9% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling