-47.2%
TSLL vs ULTA
+71.1%
-118.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +4.0% |
| 7D | +33.0% | +0.2% | +32.8% | +32.9% |
| 30D | +7.7% | +12.4% | -4.7% | +0.7% |
| 3M | +34.7% | +22.4% | +12.3% | +19.4% |
| 6M | -31.5% | +28.9% | -60.4% | -41.6% |
| YTD | -42.4% | +7.6% | -50.0% | -46.1% |
| 1Y | -39.7% | +21.6% | -61.3% | -48.5% |
| 3Y | +3.4% | +67.0% | -63.7% | -36.0% |
| All | -47.2% | +71.1% | -118.3% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling