-48.9%
TSLL vs UMC
+103.9%
-152.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.5% | +3.4% | +7.9% |
| 7D | -14.3% | -9.2% | -5.2% | -10.4% |
| 30D | -6.2% | -35.1% | +29.0% | +8.9% |
| 3M | +21.2% | -20.5% | +41.6% | +30.8% |
| 6M | -36.6% | -1.7% | -34.8% | -31.7% |
| YTD | -47.8% | +92.8% | -140.5% | -47.7% |
| All | -48.9% | +103.9% | -152.8% | -53.4% |
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