-46.0%
TSLL vs UPS
+29.9%
-76.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.7% | -11.0% | -7.6% |
| 7D | -9.4% | +8.2% | -17.7% | -11.6% |
| 30D | +1.6% | +22.7% | -21.2% | -4.5% |
| 3M | +29.4% | +6.4% | +23.0% | +27.4% |
| 6M | -20.1% | +22.6% | -42.8% | -21.9% |
| YTD | -44.5% | +20.7% | -65.2% | -43.1% |
| 1Y | -46.0% | +30.6% | -76.6% | -41.0% |
| All | -46.0% | +29.9% | -76.0% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling