-23.4%
TSLL vs LUNR
+75.3%
-98.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.6% | -12.0% |
| 7D | +1.9% | -3.6% | +5.5% | +2.8% |
| 30D | +17.8% | +5.9% | +11.9% | +15.8% |
| 3M | -37.0% | -56.0% | +19.0% | -26.0% |
| 6M | -37.7% | -20.5% | -17.2% | -34.4% |
| YTD | -51.4% | -8.7% | -42.6% | -50.9% |
| 1Y | -23.4% | +75.9% | -99.3% | -9.8% |
| All | -23.4% | +75.3% | -98.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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