-55.4%
TSLL vs U
-21.7%
-33.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -11.3% |
| 7D | +1.9% | -3.8% | +5.7% | +4.1% |
| 30D | +17.8% | +17.5% | +0.3% | +7.3% |
| 3M | -37.0% | +38.7% | -75.7% | -47.4% |
| 6M | -37.7% | +104.4% | -142.1% | -58.8% |
| YTD | -51.4% | -5.7% | -45.7% | -54.6% |
| 1Y | -23.4% | +3.7% | -27.0% | -33.6% |
| 3Y | -30.8% | +12.3% | -43.1% | -48.7% |
| All | -55.4% | -21.7% | -33.7% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling