-56.8%
TSLL vs U
-3.2%
-53.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.5% | +3.1% | +5.8% |
| 7D | -21.2% | +36.6% | -57.8% | -35.1% |
| 30D | -13.3% | +13.3% | -26.6% | -21.6% |
| 3M | +15.4% | +26.2% | -10.8% | -1.4% |
| 6M | -34.2% | +88.7% | -123.0% | -55.6% |
| YTD | -52.9% | +16.6% | -69.5% | -62.1% |
| 1Y | -54.3% | +29.0% | -83.3% | -65.7% |
| 3Y | -18.4% | +99.5% | -117.9% | -57.4% |
| All | -56.8% | -3.2% | -53.6% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling