-51.9%
TSLL vs UUUU
+105.3%
-157.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.8% | +7.5% |
| 7D | +5.8% | +2.8% | +3.0% | +4.8% |
| 30D | +21.7% | +3.4% | +18.3% | +20.5% |
| 3M | -28.2% | -3.9% | -24.3% | -27.0% |
| 6M | -29.5% | -23.2% | -6.3% | -23.6% |
| YTD | -47.5% | +0.6% | -48.1% | -49.2% |
| 1Y | -20.8% | +22.9% | -43.6% | -34.5% |
| 3Y | -26.7% | +98.6% | -125.4% | -57.4% |
| All | -51.9% | +105.3% | -157.3% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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