-48.4%
TSLL vs USAR
-55.1%
+6.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +3.9% |
| 7D | -11.0% | -9.1% | -2.0% | -8.0% |
| 30D | -5.3% | -36.9% | +31.7% | +8.1% |
| 3M | +20.8% | -58.4% | +79.2% | +55.1% |
| 6M | -36.0% | -70.6% | +34.6% | -12.4% |
| YTD | -47.3% | -33.4% | -13.8% | -36.2% |
| 1Y | -48.4% | -54.0% | +5.6% | -35.4% |
| All | -48.4% | -55.1% | +6.7% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling