-52.1%
TSLL vs UMC
+166.8%
-218.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.5% | +3.4% | +5.7% |
| 7D | -14.3% | -9.2% | -5.2% | -7.2% |
| 30D | -6.2% | -35.1% | +29.0% | +26.8% |
| 3M | +21.2% | -20.5% | +41.6% | +38.8% |
| 6M | -36.6% | -1.7% | -34.8% | -41.6% |
| YTD | -47.8% | +92.8% | -140.5% | -76.7% |
| 1Y | -45.2% | +104.5% | -149.7% | -77.0% |
| 3Y | -3.3% | +129.8% | -133.1% | -61.9% |
| All | -52.1% | +166.8% | -218.9% | -83.0% |
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