-49.1%
TSLL vs LUNR
+33.3%
-82.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +17.8% | +24.2% | -6.3% | +15.9% |
| 30D | +8.2% | +18.0% | -9.7% | +6.9% |
| 3M | +20.9% | -26.0% | +46.8% | +23.5% |
| 6M | -37.5% | -63.6% | +26.1% | -33.1% |
| YTD | -44.5% | -19.9% | -24.6% | -44.2% |
| 1Y | -33.0% | +50.1% | -83.1% | -35.4% |
| 3Y | -6.4% | +374.5% | -380.8% | -7.5% |
| All | -49.1% | +33.3% | -82.5% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling