-38.0%
TSLL vs USAR
-20.3%
-17.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.7% | +3.5% |
| 7D | +33.0% | +8.8% | +24.2% | +32.3% |
| 30D | +7.7% | -28.5% | +36.2% | +9.7% |
| 3M | +34.7% | -56.2% | +90.9% | +40.5% |
| 6M | -31.5% | -68.4% | +36.9% | -28.3% |
| YTD | -42.4% | -32.2% | -10.2% | -38.2% |
| 1Y | -39.7% | -52.3% | +12.6% | -36.2% |
| 3Y | +3.4% | -21.2% | +24.6% | -10.0% |
| All | -38.0% | -20.3% | -17.7% | -41.0% |
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