-54.3%
TSLL vs URA
-31.4%
-23.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.3% | +5.0% |
| 7D | -21.2% | -4.1% | -17.1% | -17.7% |
| 30D | -13.3% | -19.0% | +5.7% | +3.4% |
| 3M | +15.4% | -25.1% | +40.5% | +46.6% |
| 6M | -34.2% | -44.5% | +10.3% | +1.7% |
| YTD | -52.9% | -24.3% | -28.6% | -40.2% |
| 1Y | -54.3% | -28.1% | -26.2% | -41.0% |
| All | -54.3% | -31.4% | -23.0% | -41.0% |
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