-55.4%
TSLL vs UMC
+272.1%
-327.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.6% | -16.4% | -14.9% |
| 7D | +1.9% | +5.0% | -3.1% | -2.1% |
| 30D | +17.8% | +7.7% | +10.1% | +10.2% |
| 3M | -37.0% | +1.7% | -38.7% | -40.3% |
| 6M | -37.7% | +113.9% | -151.6% | -68.7% |
| YTD | -51.4% | +168.9% | -220.3% | -82.6% |
| 1Y | -23.4% | +207.2% | -230.6% | -76.0% |
| 3Y | -30.8% | +227.7% | -258.5% | -78.6% |
| All | -55.4% | +272.1% | -327.6% | -87.3% |
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 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