-60.3%
TSLL vs URI
+237.8%
-298.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.1% | -14.8% | -16.2% |
| 7D | -28.9% | -12.9% | -16.0% | -19.8% |
| 30D | -21.4% | -3.4% | -18.0% | -18.2% |
| 3M | +5.0% | -10.0% | +15.0% | +15.1% |
| 6M | -36.6% | +12.2% | -48.8% | -44.0% |
| YTD | -56.6% | +29.8% | -86.4% | -69.0% |
| 1Y | -60.9% | +24.6% | -85.5% | -70.8% |
| 3Y | -25.2% | +137.6% | -162.8% | -67.8% |
| All | -60.3% | +237.8% | -298.0% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling