-56.8%
TSLL vs URI
+241.6%
-298.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.1% | +7.5% | +7.7% |
| 7D | -21.2% | -9.8% | -11.4% | -13.5% |
| 30D | -13.3% | +1.7% | -15.0% | -13.2% |
| 3M | +15.4% | -9.1% | +24.4% | +25.5% |
| 6M | -34.2% | +9.9% | -44.1% | -40.8% |
| YTD | -52.9% | +31.2% | -84.1% | -66.6% |
| 1Y | -54.3% | +25.9% | -80.3% | -66.2% |
| 3Y | -18.4% | +147.4% | -165.8% | -65.9% |
| All | -56.8% | +241.6% | -298.4% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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