-51.7%
TSLL vs UL
+40.5%
-92.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -11.0% | +2.6% | -13.6% | -11.3% |
| 30D | -5.3% | +6.8% | -12.1% | -6.2% |
| 3M | +20.8% | +5.7% | +15.1% | +19.8% |
| 6M | -36.0% | +15.9% | -51.9% | -37.5% |
| YTD | -47.3% | +4.3% | -51.5% | -47.3% |
| 1Y | -48.4% | -0.4% | -48.0% | -47.7% |
| 3Y | -5.4% | +35.0% | -40.4% | -24.7% |
| All | -51.7% | +40.5% | -92.2% | -63.2% |
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