-18.4%
TSLL vs LUNR
+198.3%
-216.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +21.5% | -12.8% | +2.3% |
| 7D | -21.2% | -1.9% | -19.3% | -20.7% |
| 30D | -13.3% | -27.3% | +14.0% | -5.1% |
| 3M | +15.4% | -29.9% | +45.3% | +26.9% |
| 6M | -34.2% | -60.2% | +26.0% | -16.7% |
| YTD | -52.9% | -35.5% | -17.4% | -51.4% |
| 1Y | -54.3% | +9.5% | -63.9% | -61.2% |
| 3Y | -18.4% | +226.2% | -244.5% | -43.0% |
| All | -18.4% | +198.3% | -216.7% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling