-40.0%
TSLL vs USAR
-18.3%
-21.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.4% | +1.4% | +5.5% |
| 7D | +0.5% | +0.8% | -0.3% | +0.5% |
| 30D | +2.7% | -30.1% | +32.7% | +4.6% |
| 3M | +26.3% | -56.3% | +82.6% | +31.7% |
| 6M | -37.2% | -68.6% | +31.4% | -34.3% |
| YTD | -44.2% | -30.5% | -13.7% | -40.3% |
| 1Y | -44.0% | -53.5% | +9.5% | -40.9% |
| 3Y | 0.0% | -19.3% | +19.3% | -13.0% |
| All | -40.0% | -18.3% | -21.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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