-37.0%
TSLL vs UMC
+4.5%
-41.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.6% | -16.4% | -14.1% |
| 7D | +1.9% | +5.0% | -3.1% | -1.1% |
| 30D | +17.8% | +7.7% | +10.1% | +12.0% |
| 3M | -37.0% | +1.7% | -38.7% | -39.9% |
| All | -37.0% | +4.5% | -41.5% | -39.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling