-51.9%
TSLL vs UMC
+290.9%
-342.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.1% | +2.8% | +4.5% |
| 7D | +5.8% | +6.6% | -0.8% | +0.8% |
| 30D | +21.7% | +16.6% | +5.1% | +8.1% |
| 3M | -28.2% | +11.0% | -39.2% | -36.3% |
| 6M | -29.5% | +131.3% | -160.7% | -66.5% |
| YTD | -47.5% | +182.5% | -230.0% | -81.8% |
| 1Y | -20.8% | +222.3% | -243.0% | -75.9% |
| 3Y | -26.7% | +253.0% | -279.8% | -78.5% |
| All | -51.9% | +290.9% | -342.9% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling