-48.9%
TSLL vs UL
+39.0%
-87.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +5.8% |
| 7D | +0.5% | -1.7% | +2.2% | +0.5% |
| 30D | +2.7% | +4.5% | -1.8% | +1.9% |
| 3M | +26.3% | +5.5% | +20.8% | +25.1% |
| 6M | -37.2% | +17.0% | -54.2% | -38.9% |
| YTD | -44.2% | +3.2% | -47.4% | -44.2% |
| 1Y | -44.0% | -1.9% | -42.1% | -43.1% |
| 3Y | 0.0% | +33.6% | -33.5% | -20.3% |
| All | -48.9% | +39.0% | -87.9% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling