-49.1%
TSLL vs UL
+41.0%
-90.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.8% |
| 7D | +17.8% | +1.1% | +16.7% | +17.8% |
| 30D | +8.2% | +4.5% | +3.7% | +7.6% |
| 3M | +20.9% | +6.5% | +14.4% | +19.7% |
| 6M | -37.5% | +18.2% | -55.7% | -39.2% |
| YTD | -44.5% | +4.7% | -49.2% | -44.6% |
| 1Y | -33.0% | +0.8% | -33.7% | -32.2% |
| 3Y | -6.4% | +35.9% | -42.3% | -25.6% |
| All | -49.1% | +41.0% | -90.2% | -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