-56.8%
TSLL vs URA
+70.8%
-127.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.3% | +4.9% |
| 7D | -21.2% | -4.1% | -17.1% | -17.5% |
| 30D | -13.3% | -19.0% | +5.7% | +4.4% |
| 3M | +15.4% | -25.1% | +40.5% | +48.4% |
| 6M | -34.2% | -44.5% | +10.3% | +8.3% |
| YTD | -52.9% | -24.3% | -28.6% | -41.7% |
| 1Y | -54.3% | -28.1% | -26.2% | -41.3% |
| 3Y | -18.4% | +40.7% | -59.0% | -46.1% |
| All | -56.8% | +70.8% | -127.7% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling