-46.0%
TSLL vs URA
-32.2%
-13.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.3% | -5.5% |
| 7D | -9.4% | -10.5% | +1.1% | -1.2% |
| 30D | +1.6% | -18.6% | +20.2% | +19.3% |
| 3M | +29.4% | -23.0% | +52.4% | +59.4% |
| 6M | -20.1% | -40.3% | +20.2% | +17.1% |
| YTD | -44.5% | -23.5% | -21.0% | -31.7% |
| 1Y | -46.0% | -31.1% | -14.9% | -27.0% |
| All | -46.0% | -32.2% | -13.9% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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