-43.8%
TSLL vs USAR
-13.4%
-30.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.5% | +4.4% | +10.5% |
| 7D | -14.3% | -1.1% | -13.2% | -14.2% |
| 30D | -6.2% | -30.3% | +24.1% | -4.4% |
| 3M | +21.2% | -54.7% | +75.9% | +26.0% |
| 6M | -36.6% | -67.5% | +30.9% | -34.0% |
| YTD | -47.8% | -26.4% | -21.4% | -44.3% |
| 1Y | -45.2% | -49.5% | +4.3% | -42.4% |
| 3Y | -3.3% | -14.5% | +11.2% | -16.2% |
| All | -43.8% | -13.4% | -30.3% | -46.8% |
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