-49.3%
TSLL vs USAR
-18.7%
-30.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.8% | -2.2% | +7.9% |
| 7D | -21.2% | -14.5% | -6.7% | -20.5% |
| 30D | -13.3% | -37.8% | +24.5% | -11.1% |
| 3M | +15.4% | -52.8% | +68.1% | +20.0% |
| 6M | -34.2% | -71.2% | +37.0% | -31.3% |
| YTD | -52.9% | -30.9% | -22.0% | -49.6% |
| 1Y | -54.3% | -48.0% | -6.3% | -51.5% |
| 3Y | -18.4% | -19.7% | +1.3% | -28.8% |
| All | -49.3% | -18.7% | -30.6% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling