-54.3%
TSLL vs UMAC
-1.9%
-52.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.8% | -2.2% | +6.3% |
| 7D | -21.2% | -23.4% | +2.2% | -16.5% |
| 30D | -13.3% | -45.6% | +32.3% | -1.9% |
| 3M | +15.4% | -50.9% | +66.3% | +31.6% |
| 6M | -34.2% | -16.5% | -17.7% | -34.8% |
| YTD | -52.9% | -6.6% | -46.3% | -57.1% |
| 1Y | -54.3% | +10.7% | -65.0% | -61.2% |
| All | -54.3% | -1.9% | -52.4% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling