-49.1%
TSLL vs UMC
+175.9%
-225.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.1% |
| 7D | +17.8% | +11.2% | +6.6% | +9.7% |
| 30D | +8.2% | -28.0% | +36.3% | +36.3% |
| 3M | +20.9% | -20.5% | +41.4% | +38.6% |
| 6M | -37.5% | -1.6% | -35.9% | -42.3% |
| YTD | -44.5% | +99.4% | -143.9% | -75.8% |
| 1Y | -33.0% | +120.4% | -153.4% | -73.8% |
| 3Y | -6.4% | +134.2% | -140.6% | -63.5% |
| All | -49.1% | +175.9% | -225.1% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling