+18.2%
TSLL vs UMAC
+549.5%
-531.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.3% | -1.5% | +6.7% |
| 7D | +5.8% | +14.7% | -8.9% | +4.1% |
| 30D | +21.7% | -0.5% | +22.2% | +21.2% |
| 3M | -28.2% | +0.5% | -28.7% | -29.4% |
| 6M | -29.5% | +57.9% | -87.4% | -36.1% |
| YTD | -47.5% | +103.9% | -151.5% | -54.4% |
| 1Y | -20.8% | +159.3% | -180.1% | -33.6% |
| All | +18.2% | +549.5% | -531.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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