-47.7%
TSLL vs USAR
+74.0%
-121.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -11.8% |
| 7D | +1.9% | -2.1% | +4.0% | +2.0% |
| 30D | +17.8% | +2.6% | +15.1% | +17.7% |
| 3M | -37.0% | -35.0% | -2.0% | -36.6% |
| 6M | -37.7% | -6.9% | -30.8% | -37.3% |
| YTD | -51.4% | +48.0% | -99.4% | -49.9% |
| 1Y | -23.4% | +24.8% | -48.2% | -20.3% |
| 3Y | -30.8% | +73.2% | -104.0% | -42.5% |
| All | -47.7% | +74.0% | -121.7% | -52.2% |
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