-6.4%
TSLL vs UMC
+131.8%
-138.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.2% |
| 7D | +17.8% | +11.2% | +6.6% | +10.1% |
| 30D | +8.2% | -28.0% | +36.3% | +34.2% |
| 3M | +20.9% | -20.5% | +41.4% | +37.3% |
| 6M | -37.5% | -1.6% | -35.9% | -41.9% |
| YTD | -44.5% | +99.4% | -143.9% | -76.2% |
| 1Y | -33.0% | +120.4% | -153.4% | -74.7% |
| 3Y | -6.4% | +134.2% | -140.6% | -62.6% |
| All | -6.4% | +131.8% | -138.1% | -62.6% |
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