-44.0%
TSLL vs UMAC
+12.8%
-56.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | +0.5% | -2.9% | +3.4% | +1.6% |
| 30D | +2.7% | -35.6% | +38.3% | +12.1% |
| 3M | +26.3% | -51.3% | +77.6% | +43.5% |
| 6M | -37.2% | -17.5% | -19.6% | -37.3% |
| YTD | -44.2% | -0.7% | -43.5% | -49.2% |
| 1Y | -44.0% | +16.5% | -60.4% | -51.3% |
| All | -44.0% | +12.8% | -56.8% | -51.3% |
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