-23.4%
TSLL vs UMC
+209.4%
-232.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.6% | -16.4% | -13.4% |
| 7D | +1.9% | +5.0% | -3.1% | -0.2% |
| 30D | +17.8% | +7.7% | +10.1% | +13.9% |
| 3M | -37.0% | +1.7% | -38.7% | -37.4% |
| 6M | -37.7% | +113.9% | -151.6% | -49.5% |
| YTD | -51.4% | +168.9% | -220.3% | -67.2% |
| 1Y | -23.4% | +207.2% | -230.6% | -51.8% |
| All | -23.4% | +209.4% | -232.8% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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