-48.9%
TSLL vs URA
-27.8%
-21.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.2% | +4.7% | +5.7% |
| 7D | -14.3% | +4.3% | -18.6% | -16.2% |
| 30D | -6.2% | -11.7% | +5.6% | +4.5% |
| 3M | +21.2% | -23.5% | +44.7% | +51.0% |
| 6M | -36.6% | -37.8% | +1.2% | -9.2% |
| YTD | -47.8% | -19.6% | -28.1% | -36.7% |
| All | -48.9% | -27.8% | -21.1% | -34.2% |
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