+15.4%
TSLL vs LUNR
-23.8%
+39.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +21.5% | -12.8% | -2.3% |
| 7D | -21.2% | -1.9% | -19.3% | -20.3% |
| 30D | -13.3% | -27.3% | +14.0% | -0.8% |
| 3M | +15.4% | -29.9% | +45.3% | +32.4% |
| All | +15.4% | -23.8% | +39.2% | +32.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling