-55.4%
TSLL vs URA
+143.3%
-198.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.6% | -12.5% |
| 7D | +1.9% | +1.1% | +0.8% | +1.2% |
| 30D | +17.8% | +7.4% | +10.4% | +11.3% |
| 3M | -37.0% | -8.4% | -28.6% | -31.5% |
| 6M | -37.7% | -12.7% | -25.0% | -30.3% |
| YTD | -51.4% | +7.8% | -59.2% | -55.5% |
| 1Y | -23.4% | +19.5% | -42.8% | -39.0% |
| 3Y | -30.8% | +116.4% | -147.2% | -68.5% |
| All | -55.4% | +143.3% | -198.7% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling