-60.3%
TSLL vs U
-8.3%
-52.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +14.9% | -36.8% | -29.4% |
| 7D | -28.9% | +24.3% | -53.2% | -38.6% |
| 30D | -21.4% | +8.6% | -30.0% | -27.5% |
| 3M | +5.0% | +37.6% | -32.6% | -15.3% |
| 6M | -36.6% | +78.5% | -115.1% | -56.0% |
| YTD | -56.6% | +10.5% | -67.1% | -64.2% |
| 1Y | -60.9% | +15.2% | -76.1% | -68.7% |
| 3Y | -25.2% | +76.6% | -101.8% | -58.4% |
| All | -60.3% | -8.3% | -52.0% | -73.1% |
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