-52.1%
TSLL vs LUNR
+23.5%
-75.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +15.0% | -4.1% | +9.7% |
| 7D | -14.3% | +22.1% | -36.4% | -15.5% |
| 30D | -6.2% | -8.7% | +2.6% | -5.5% |
| 3M | +21.2% | -26.6% | +47.8% | +23.9% |
| 6M | -36.6% | -58.4% | +21.9% | -32.6% |
| YTD | -47.8% | -25.8% | -21.9% | -47.1% |
| 1Y | -45.2% | +25.5% | -70.8% | -46.6% |
| 3Y | -3.3% | +300.0% | -303.3% | -3.9% |
| All | -52.1% | +23.5% | -75.6% | -50.8% |
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 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