-54.3%
TSLL vs UMC
+88.4%
-142.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.1% | +7.3% |
| 7D | -21.2% | -17.0% | -4.3% | -14.9% |
| 30D | -13.3% | -40.6% | +27.3% | +3.7% |
| 3M | +15.4% | -27.9% | +43.3% | +28.9% |
| 6M | -34.2% | -7.5% | -26.8% | -27.3% |
| YTD | -52.9% | +79.3% | -132.2% | -50.8% |
| 1Y | -54.3% | +92.8% | -147.1% | -57.0% |
| All | -54.3% | +88.4% | -142.8% | -57.0% |
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 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