-46.0%
TSLL vs UL
+1.7%
-47.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.3% | -9.6% | -5.2% |
| 7D | -9.4% | +4.7% | -14.1% | -8.0% |
| 30D | +1.6% | +11.6% | -10.0% | +4.7% |
| 3M | +29.4% | +5.3% | +24.1% | +31.4% |
| 6M | -20.1% | +16.0% | -36.2% | -15.3% |
| YTD | -44.5% | +5.0% | -49.5% | -41.4% |
| 1Y | -46.0% | +1.1% | -47.1% | -43.3% |
| All | -46.0% | +1.7% | -47.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling