-37.7%
TSLL vs UPS
-6.9%
-30.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -11.0% |
| 7D | +1.9% | -2.9% | +4.8% | +4.1% |
| 30D | +17.8% | -3.5% | +21.3% | +20.7% |
| 3M | -37.0% | -5.7% | -31.3% | -34.3% |
| 6M | -37.7% | -4.4% | -33.3% | -33.3% |
| All | -37.7% | -6.9% | -30.8% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling