-55.4%
TSLL vs UL
+35.7%
-91.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.8% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | +17.8% | +0.5% | +17.3% | +17.6% |
| 3M | -37.0% | +17.6% | -54.6% | -38.9% |
| 6M | -37.7% | -5.4% | -32.3% | -36.1% |
| YTD | -51.4% | +0.7% | -52.1% | -51.2% |
| 1Y | -23.4% | -9.3% | -14.1% | -20.0% |
| 3Y | -30.8% | +24.5% | -55.3% | -42.4% |
| All | -55.4% | +35.7% | -91.1% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling