-20.8%
TSLL vs UMAC
+168.1%
-188.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.3% | -1.5% | +6.0% |
| 7D | +5.8% | +14.7% | -8.9% | +3.1% |
| 30D | +21.7% | -0.5% | +22.2% | +20.7% |
| 3M | -28.2% | +0.5% | -28.7% | -30.3% |
| 6M | -29.5% | +57.9% | -87.4% | -40.6% |
| YTD | -47.5% | +103.9% | -151.5% | -59.8% |
| 1Y | -20.8% | +159.3% | -180.1% | -40.0% |
| All | -20.8% | +168.1% | -188.9% | -40.0% |
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