-24.9%
TSLL vs U
+72.0%
-96.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +14.9% | -36.8% | -28.8% |
| 7D | -28.9% | +24.3% | -53.2% | -37.9% |
| 30D | -21.4% | +8.6% | -30.0% | -26.9% |
| 3M | +5.0% | +37.6% | -32.6% | -13.9% |
| 6M | -36.6% | +78.5% | -115.1% | -54.8% |
| YTD | -56.6% | +10.5% | -67.1% | -63.1% |
| 1Y | -60.9% | +15.2% | -76.1% | -67.8% |
| All | -24.9% | +72.0% | -96.9% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling