-33.3%
TSLL vs AUR
+77.1%
-110.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.0% |
| 7D | +1.9% | +8.7% | -6.9% | -2.5% |
| 30D | +17.8% | -5.2% | +23.0% | +20.3% |
| 3M | -37.0% | -7.3% | -29.7% | -33.2% |
| 6M | -37.7% | +41.2% | -78.9% | -46.6% |
| YTD | -51.4% | +65.1% | -116.5% | -61.9% |
| 1Y | -23.4% | +13.4% | -36.8% | -28.8% |
| All | -33.3% | +77.1% | -110.4% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling