-51.9%
TSLL vs LUNR
+60.8%
-112.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.9% | +2.0% | +7.4% |
| 7D | +5.8% | +6.5% | -0.7% | +5.3% |
| 30D | +21.7% | -4.4% | +26.1% | +22.1% |
| 3M | -28.2% | -47.3% | +19.0% | -25.1% |
| 6M | -29.5% | -11.1% | -18.4% | -29.1% |
| YTD | -47.5% | -3.4% | -44.2% | -47.9% |
| 1Y | -20.8% | +85.8% | -106.6% | -24.8% |
| 3Y | -26.7% | +264.7% | -291.4% | -29.1% |
| All | -51.9% | +60.8% | -112.8% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling