-46.0%
TSLL vs LUNR
-9.9%
-36.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.2% | -1.1% | -5.0% |
| 7D | -9.4% | -14.3% | +4.9% | -6.2% |
| 30D | +1.6% | -30.5% | +32.1% | +10.4% |
| 3M | +29.4% | -28.9% | +58.3% | +39.4% |
| 6M | -20.1% | -60.8% | +40.7% | -2.5% |
| YTD | -44.5% | -38.8% | -5.7% | -37.7% |
| 1Y | -46.0% | -4.5% | -41.5% | -45.6% |
| All | -46.0% | -9.9% | -36.2% | -45.6% |
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