-20.8%
TSLL vs AUR
+13.0%
-33.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +6.1% |
| 7D | +5.8% | +19.2% | -13.4% | -5.4% |
| 30D | +21.7% | -7.8% | +29.5% | +27.3% |
| 3M | -28.2% | +4.0% | -32.2% | -28.1% |
| 6M | -29.5% | +45.0% | -74.4% | -41.9% |
| YTD | -47.5% | +69.5% | -117.1% | -60.6% |
| 1Y | -20.8% | +13.0% | -33.8% | -23.3% |
| All | -20.8% | +13.0% | -33.8% | -23.3% |
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