-3.3%
TSLL vs UL
+34.1%
-37.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +11.1% |
| 7D | -14.3% | +0.3% | -14.6% | -14.2% |
| 30D | -6.2% | +7.0% | -13.1% | -5.5% |
| 3M | +21.2% | +5.8% | +15.4% | +21.9% |
| 6M | -36.6% | +16.1% | -52.7% | -35.6% |
| YTD | -47.8% | +4.5% | -52.2% | -46.7% |
| 1Y | -45.2% | -1.3% | -43.9% | -43.8% |
| 3Y | -3.3% | +35.0% | -38.2% | -14.5% |
| All | -3.3% | +34.1% | -37.4% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling