-20.8%
TSLL vs LUNR
+84.6%
-105.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.9% | +2.0% | +6.4% |
| 7D | +5.8% | +6.5% | -0.7% | +4.2% |
| 30D | +21.7% | -4.4% | +26.1% | +22.8% |
| 3M | -28.2% | -47.3% | +19.0% | -18.8% |
| 6M | -29.5% | -11.1% | -18.4% | -27.3% |
| YTD | -47.5% | -3.4% | -44.2% | -47.7% |
| 1Y | -20.8% | +85.8% | -106.6% | -13.0% |
| All | -20.8% | +84.6% | -105.4% | -13.0% |
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