-44.0%
TSLL vs LUNR
+24.0%
-68.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +4.9% |
| 7D | +0.5% | +22.7% | -22.2% | -4.6% |
| 30D | +2.7% | -5.3% | +7.9% | +3.4% |
| 3M | +26.3% | -26.1% | +52.4% | +34.0% |
| 6M | -37.2% | -62.4% | +25.2% | -25.0% |
| YTD | -44.2% | -25.0% | -19.3% | -40.1% |
| 1Y | -44.0% | +29.0% | -73.0% | -46.4% |
| All | -44.0% | +24.0% | -68.0% | -46.4% |
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