-36.6%
TSLL vs USAR
-71.6%
+35.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.5% | -12.4% | -16.8% |
| 7D | -28.9% | -29.5% | +0.6% | -14.6% |
| 30D | -21.4% | -46.0% | +24.6% | +7.9% |
| 3M | +5.0% | -56.8% | +61.7% | +60.9% |
| 6M | -36.6% | -72.9% | +36.4% | +17.4% |
| All | -36.6% | -71.6% | +35.0% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling