-5.4%
TSLL vs UPS
-6.1%
+0.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -11.0% | +1.7% | -12.7% | -11.9% |
| 30D | -5.3% | +17.4% | -22.7% | -15.5% |
| 3M | +20.8% | +7.7% | +13.1% | +14.1% |
| 6M | -36.0% | +13.8% | -49.8% | -41.8% |
| YTD | -47.3% | +17.3% | -64.6% | -54.6% |
| 1Y | -48.4% | +27.2% | -75.6% | -58.8% |
| 3Y | -5.4% | -5.6% | +0.2% | -26.8% |
| All | -5.4% | -6.1% | +0.6% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling