-56.8%
TSLL vs UMC
+148.1%
-205.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.1% | +6.2% |
| 7D | -21.2% | -17.0% | -4.3% | -9.5% |
| 30D | -13.3% | -40.6% | +27.3% | +24.2% |
| 3M | +15.4% | -27.9% | +43.3% | +40.9% |
| 6M | -34.2% | -7.5% | -26.8% | -37.1% |
| YTD | -52.9% | +79.3% | -132.2% | -77.9% |
| 1Y | -54.3% | +92.8% | -147.1% | -80.2% |
| 3Y | -18.4% | +108.2% | -126.5% | -65.5% |
| All | -56.8% | +148.1% | -205.0% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling