-18.4%
TSLL vs UPS
-10.2%
-8.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.1% | +10.4% |
| 7D | -21.2% | 0.0% | -21.3% | -21.2% |
| 30D | -13.3% | +17.3% | -30.6% | -22.7% |
| 3M | +15.4% | +6.6% | +8.8% | +9.6% |
| 6M | -34.2% | +12.0% | -46.2% | -39.6% |
| YTD | -52.9% | +14.4% | -67.3% | -58.8% |
| 1Y | -54.3% | +23.3% | -77.6% | -62.9% |
| 3Y | -18.4% | -9.6% | -8.7% | -35.7% |
| All | -18.4% | -10.2% | -8.1% | -35.7% |
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