-49.1%
TSLL vs UL
+39.9%
-89.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.7% |
| 7D | +17.8% | +0.3% | +17.5% | +17.8% |
| 30D | +8.2% | +3.7% | +4.6% | +7.7% |
| 3M | +20.9% | +5.6% | +15.2% | +19.8% |
| 6M | -37.5% | +17.2% | -54.7% | -39.2% |
| YTD | -44.5% | +3.9% | -48.4% | -44.5% |
| 1Y | -33.0% | 0.0% | -32.9% | -32.2% |
| 3Y | -6.4% | +34.8% | -41.2% | -25.6% |
| All | -49.1% | +39.9% | -89.1% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling