-56.8%
TSLL vs UL
+39.5%
-96.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.2% | +8.7% |
| 7D | -21.2% | +1.1% | -22.4% | -21.3% |
| 30D | -13.3% | +8.2% | -21.5% | -14.3% |
| 3M | +15.4% | +4.5% | +10.8% | +14.5% |
| 6M | -34.2% | +12.6% | -46.8% | -35.4% |
| YTD | -52.9% | +3.5% | -56.4% | -52.9% |
| 1Y | -54.3% | -0.4% | -53.9% | -53.8% |
| 3Y | -18.4% | +36.0% | -54.4% | -35.9% |
| All | -56.8% | +39.5% | -96.3% | -67.1% |
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