-18.4%
TSLL vs U
+81.5%
-99.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.5% | +3.1% | +6.1% |
| 7D | -21.2% | +36.6% | -57.8% | -34.2% |
| 30D | -13.3% | +13.3% | -26.6% | -20.8% |
| 3M | +15.4% | +26.2% | -10.8% | -0.1% |
| 6M | -34.2% | +88.7% | -123.0% | -54.3% |
| YTD | -52.9% | +16.6% | -69.5% | -60.8% |
| 1Y | -54.3% | +29.0% | -83.3% | -64.7% |
| 3Y | -18.4% | +99.5% | -117.9% | -54.3% |
| All | -18.4% | +81.5% | -99.9% | -54.3% |
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