-2.8%
TSLL vs UMC
+137.2%
-139.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.3% | +4.7% |
| 7D | +33.0% | +17.8% | +15.2% | +19.8% |
| 30D | +7.7% | -29.6% | +37.3% | +35.2% |
| 3M | +34.7% | -18.4% | +53.1% | +50.4% |
| 6M | -31.5% | -0.1% | -31.4% | -37.0% |
| YTD | -42.4% | +104.0% | -146.4% | -75.6% |
| 1Y | -39.7% | +121.5% | -161.2% | -77.0% |
| All | -2.8% | +137.2% | -139.9% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling