-33.0%
TSLL vs USAR
-51.4%
+18.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | +17.8% | -0.8% | +18.6% | +18.0% |
| 30D | +8.2% | -20.9% | +29.2% | +15.3% |
| 3M | +20.9% | -56.2% | +77.0% | +51.2% |
| 6M | -37.5% | -67.9% | +30.4% | -17.4% |
| YTD | -44.5% | -31.4% | -13.1% | -30.6% |
| 1Y | -33.0% | -45.1% | +12.1% | -15.3% |
| All | -33.0% | -51.4% | +18.5% | -15.3% |
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