-55.4%
TSLL vs URI
+226.8%
-282.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.5% | -13.1% |
| 7D | +1.9% | -2.0% | +3.9% | +3.5% |
| 30D | +17.8% | -12.9% | +30.7% | +30.8% |
| 3M | -37.0% | -6.7% | -30.3% | -35.7% |
| 6M | -37.7% | +19.0% | -56.7% | -51.1% |
| YTD | -51.4% | +25.5% | -76.9% | -64.8% |
| 1Y | -23.4% | +5.5% | -28.9% | -34.8% |
| 3Y | -30.8% | +111.3% | -142.1% | -67.7% |
| All | -55.4% | +226.8% | -282.2% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling