-49.1%
TSLL vs USB
+56.7%
-105.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -8.4% |
| 7D | -9.4% | +2.4% | -11.8% | -11.9% |
| 30D | +1.6% | +6.6% | -5.0% | -6.0% |
| 3M | +29.4% | -4.1% | +33.5% | +33.5% |
| 6M | -20.1% | +12.5% | -32.6% | -31.2% |
| YTD | -44.5% | +17.6% | -62.1% | -55.0% |
| 1Y | -46.0% | +36.5% | -82.5% | -63.3% |
| 3Y | -4.3% | +95.4% | -99.7% | -46.9% |
| All | -49.1% | +56.7% | -105.9% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling