-53.3%
TSLL vs USAR
-26.7%
-26.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.5% | -12.4% | -21.3% |
| 7D | -28.9% | -29.5% | +0.6% | -27.4% |
| 30D | -21.4% | -46.0% | +24.6% | -18.8% |
| 3M | +5.0% | -56.8% | +61.7% | +9.8% |
| 6M | -36.6% | -72.9% | +36.4% | -33.3% |
| YTD | -56.6% | -37.6% | -19.0% | -53.3% |
| 1Y | -60.9% | -56.0% | -4.9% | -58.3% |
| 3Y | -25.2% | -27.5% | +2.3% | -34.4% |
| All | -53.3% | -26.7% | -26.7% | -55.4% |
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